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~isPartOf:"Quantitative finance"
~subject:"Option pricing theory"
~subject:"Theorie"
~type_genre:"Article in journal"
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Option pricing theory
Theorie
Control theory
8
Kontrolltheorie
8
Portfolio selection
5
Portfolio-Management
5
Stochastic process
5
Stochastischer Prozess
5
Optionspreistheorie
3
Financial market
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Mathematical programming
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Mathematische Optimierung
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Optimal control
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Article in journal
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Baldacci, Bastien
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Bergault, Philippe
1
Guéant, Olivier
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Han, Bingyan
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Lauriere, Mathieu
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Leal, Laura
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Lehalle, Charles-Albert
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Wong, Hoi Ying
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Quantitative finance
Journal of economic dynamics & control
27
Mathematical finance : an international journal of mathematics, statistics and financial theory
18
Macroeconomic dynamics
9
Mathematical methods of operations research
9
American journal of agricultural economics
8
Journal of economic theory
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
International journal of productivity and quality management : IJPQM
6
International journal of theoretical and applied finance
6
Finance and stochastics
5
Journal of monetary economics
4
Risks : open access journal
4
Applied mathematical finance
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Journal of banking & finance
3
Journal of economic behavior & organization : JEBO
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Journal of mathematical economics
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Journal of public economic theory
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Journal of risk and financial management : JRFM
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Journal of the European Economic Association
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Australian economic papers
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Computational Management Science : CMS
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Computational economics
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Cuadernos de economía : publ. del Consejo Superior de Investigaciones Científicas en col. con el Departamento de Teoría Económica de la Universidad de Barcelona
2
Ecological economics : the transdisciplinary journal of the International Society for Ecological Economics
2
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
2
Economic modelling
2
Economic systems research : journal of the International Input-Output Association
2
Economics letters
2
Energy economics
2
Environmental & resource economics : the official journal of the European Association of Environmental and Resource Economists
2
Insurance / Mathematics & economics
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International game theory review
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International journal of energy, environment, and economics : IJEEE
2
Journal of agricultural and resource economics : JARE ; the journal of the Western Agricultural Economics Association
2
Journal of environmental economics and management : JEEM ; the official journal of the Association of Environmental and Resource Economists
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Journal of evolutionary economics : JEE
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Journal of housing economics
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Journal of regional science
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ECONIS (ZBW)
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Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
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2
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
3
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
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