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~isPartOf:"International journal of theoretical and applied finance"
~isPartOf:"Mathematical methods of operations research"
~person:"Imkeller, Peter"
~person:"Leung, Tim"
~subject:"Control theory"
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Imkeller, Peter
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International journal of theoretical and applied finance
Mathematical methods of operations research
International journal of financial engineering
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ECONIS (ZBW)
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Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
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Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
Imkeller, Peter
;
Réveillac, Anthony
;
Zhang, Jianing
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 635-667
Persistent link: https://www.econbiz.de/10009298518
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