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~isPartOf:"Journal of mathematical finance"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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Journal of mathematical finance
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
59
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39
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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
Two optimization problems of a continuous-in-time financial model
Frénod, Emmanuel
;
Ménard, Pierre
;
Safa, Mohamad
- In:
Journal of mathematical finance
8
(
2018
)
1
,
pp. 27-42
Persistent link: https://www.econbiz.de/10011846105
Saved in:
4
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
5
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:
6
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:
7
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:
8
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:
9
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:
10
H ∞ optimal control problems for jump linear equations
Ivanov, I.
;
Ivanov, Ivelin G.
- In:
Journal of mathematical finance
5
(
2015
)
4
,
pp. 337-347
Persistent link: https://www.econbiz.de/10011438578
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