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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematical methods of operations research"
~isPartOf:"NBER Working Paper"
~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
~subject:"Stochastic control"
~subject:"Theory"
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Stochastic control
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Control theory
62
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62
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematical methods of operations research
NBER Working Paper
Working papers series / Federal Reserve Bank of San Francisco
Journal of economic dynamics & control
27
Insurance / Mathematics & economics
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
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1
Optimal mean-variance investment/reinsurance withcommon shock in a regime-switching market
Bi, Junna
;
Liang, Zhibin
;
Yuen, Kam Chuen
- In:
Mathematical methods of operations research
90
(
2019
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10012116630
Saved in:
2
An optimal reinsurance problem in the Cramér-Lundberg model
Cani, Arian
;
Thonhauser, Stefan
- In:
Mathematical methods of operations research
85
(
2017
)
2
,
pp. 179-205
Persistent link: https://www.econbiz.de/10011714415
Saved in:
3
Portfolio optimization for a large investor under partial information and price impact
Eksi, Zehra
;
Ku, Hyejin
- In:
Mathematical methods of operations research
86
(
2017
)
3
,
pp. 601-623
Persistent link: https://www.econbiz.de/10011793402
Saved in:
4
Monte Carlo methods via a dual approach for some discrete time stochastic control problems
Gyurkó, Lajos Gergely
;
Hambly, Ben M.
;
Witte, Jan Hendrik
- In:
Mathematical methods of operations research
81
(
2015
)
1
,
pp. 109-135
Persistent link: https://www.econbiz.de/10010488925
Saved in:
5
Learning, expectations formation, and the pitfalls of optimal control monetary policy
Orphanides, Athanasios
(
contributor
); …
-
2008
Persistent link: https://www.econbiz.de/10003722399
Saved in:
6
Methods for robust control
Dennis, Richard J.
(
contributor
);
Leitemo, Kai
(
contributor
)
-
2006
Persistent link: https://www.econbiz.de/10003416415
Saved in:
7
Robust monetary policy with competing reference models
Levin, Andrew T.
(
contributor
); …
-
2003
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001867970
Saved in:
8
Maximizing the growth rate under risk constraints
Pirvu, Traian A.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003882789
Saved in:
9
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
10
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
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