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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Martingal"
~subject:"Option pricing theory"
~subject:"Stochastic Optimal Control"
~subject:"Transaktionskosten"
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Martingal
Option pricing theory
Stochastic Optimal Control
Transaktionskosten
Control theory
35
Kontrolltheorie
35
Stochastic process
23
Stochastischer Prozess
23
Portfolio selection
21
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21
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15
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5
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Bender, Christian
2
Dokučaev, Nikolaj G.
2
Mtunya, Adeline Peter
2
Muthuraman, Kumar
2
Ngare, Philip
2
Nkansah-Gyekye, Yaw
2
Runggaldier, Wolfgang J.
2
Akpanibah, Edikan E.
1
Di Giacinto, Marina
1
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1
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1
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1
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
CoFE discussion papers
4
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
4
Finance and stochastics
4
Journal of risk and financial management : JRFM
4
Risks : open access journal
4
Applied mathematical finance
3
Insurance / Mathematics & economics
3
International journal of theoretical and applied finance
3
Quantitative finance
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
European journal of operational research : EJOR
2
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2
Mathematics of operations research
2
Annals of finance
1
Applied financial economics
1
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1
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Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
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1
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1
ERIM report series research in management
1
Institute of Mathematical Economics Working Paper
1
International journal of theoretical and applied finance : IJTAF
1
Journal of economic dynamics & control
1
Journal of policy analysis and management : the journal of the Association for Public Policy Analysis and Management
1
Journal of quantitative economics
1
Market microstructure and liquidity
1
Mathematical methods of operations research
1
OR spectrum : quantitative approaches in management
1
P.V. Shevchenko and X. Luo (2016). A unified pricing of variable annuity guarantees under the optimal stochastic control framework. Risks 4(3), 22:1-22:31, doi:10.3390/risks4030022
1
SFB 649 discussion paper
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Schriften aus der Fakultät Sozial- und Wirtschaftswissenschaften der Otto-Friedrich-Universität
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The journal of computational finance
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The journal of derivatives : the official publication of the International Association of Financial Engineers
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Theoretical and applied economics : GAER review
1
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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1
Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege
;
Wang, Xiaoguang
;
Su, Yue
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
Saved in:
2
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
3
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
4
Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.
;
Osu, Bright O.
;
Akpanibah, Edikan E.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
Saved in:
5
Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
Saved in:
6
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
Saved in:
7
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
8
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
9
A liability tracking approach to long term management of pension funds
Ieda, Masashi
;
Yamashita, Takashi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
Saved in:
10
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
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