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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Martingal"
~subject:"Stochastic Optimal Control"
~subject:"Transaktionskosten"
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Search: subject_exact:"Optimal control problem"
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Martingal
Stochastic Optimal Control
Transaktionskosten
Control theory
35
Kontrolltheorie
35
Stochastic process
23
Stochastischer Prozess
23
Portfolio selection
21
Portfolio-Management
21
Theorie
15
Theory
15
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5
Mathematical programming
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Mathematische Optimierung
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Option pricing theory
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Zins
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Martingale
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Zinsstruktur
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stochastic optimal control
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Incomplete market
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Risikomanagement
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Mtunya, Adeline Peter
2
Muthuraman, Kumar
2
Ngare, Philip
2
Nkansah-Gyekye, Yaw
2
Akpanibah, Edikan E.
1
Di Giacinto, Marina
1
Evstigneev, Igor V.
1
Ieda, Masashi
1
Korn, Ralf
1
Kumar, Sunil
1
Liu, Jingzhen
1
Loxton, Ryan C.
1
Mwanakatwe, Patrick Kandege
1
Nakano, Yumiharu
1
Njoku, K. N. C.
1
Osu, Bright O.
1
Runggaldier, Wolfgang J.
1
Schürger, Klaus
1
Su, Yue
1
Taksar, Michael I.
1
Teo, Kok Lay
1
Ujumadu, Rosemary N.
1
Wang, Xiaoguang
1
Yamashita, Takashi
1
Yiu, Ka Fai Cedric
1
Zaccaria Ruggiu, Annapaola
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied mathematical finance
3
Finance and stochastics
3
Journal of risk and financial management : JRFM
2
Annals of finance
1
Bonn Econ Discussion Papers / BGSE
1
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
1
Computational Management Science : CMS
1
ERIM report series research in management
1
European journal of operational research : EJOR
1
Insurance / Mathematics & economics
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
OR spectrum : quantitative approaches in management
1
Risks : open access journal
1
Theoretical and applied economics : GAER review
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ECONIS (ZBW)
12
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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
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:
4
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:
5
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:
6
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:
7
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
Saved in:
8
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
Saved in:
9
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
10
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
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