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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Scandinavian actuarial journal"
~person:"Cui, Xiangyu"
~person:"Guéant, Olivier"
~source:"econis"
~type_genre:"Aufsatz in Zeitschrift"
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Search: subject_exact:"Optimal control problem"
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Control theory
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2
stochastic optimal control
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Cui, Xiangyu
Guéant, Olivier
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Scandinavian actuarial journal
Applied mathematical finance
3
Journal of risk
1
Quantitative finance
1
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ECONIS (ZBW)
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Equilibrium reinsurance strategies for n insurers under a unified competition and cooperation framework
Yang, Peng
;
Chen, Zhiping
;
Cui, Xiangyu
- In:
Scandinavian actuarial journal
2021
(
2021
)
10
,
pp. 969-997
Persistent link: https://www.econbiz.de/10012696897
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2
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
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