//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~language:"eng"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Riccati equation"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Stochastic process
14
Stochastischer Prozess
14
Riccati equation
12
Kontrolltheorie
11
Control theory
10
Theorie
8
Theory
7
Option pricing theory
5
Optionspreistheorie
5
Estimation theory
4
Mathematische Optimierung
4
Portfolio selection
4
Portfolio-Management
4
Schätztheorie
4
Mathematical programming
3
Time series analysis
3
Zeitreihenanalyse
3
backward stochastic Riccati equation
3
stochastic linear-quadratic control problem
3
Analysis
2
Backward stochastic Riccati equation
2
Constant elasticity of variance model
2
Efficient frontier
2
Estimation
2
Feynman-Kac formula
2
Hedging
2
Intertemporal optimization
2
Kalman filtering
2
Linear-quadratic control
2
Mathematical analysis
2
Mean-variance portfolio selection
2
Riccati reduction
2
Scheduling problem
2
Scheduling-Verfahren
2
Volatility
2
Volatilität
2
indeterminacy
2
linear rational expectations models
2
matrix Riccati equation
2
mean-variance hedging
2
more ...
less ...
Online availability
All
Free
11
Undetermined
10
Type of publication
All
Article
14
Book / Working Paper
10
Type of publication (narrower categories)
All
Article in journal
14
Aufsatz in Zeitschrift
14
Graue Literatur
7
Non-commercial literature
7
Working Paper
7
Arbeitspapier
6
Preprint
1
more ...
less ...
Language
All
English
Undetermined
24
Author
All
Kohlmann, Michael
4
Balvers, Ronald J.
3
Mitchell, Douglas W.
3
Tang, Shanjian
3
Chatelain, Jean-Bernard
2
Ralf, Kirsten
2
Rigatos, Gerasimos G.
2
Sbrana, Giacomo
2
Shen, Yang
2
Siu, Tak Kuen
2
Ata, Barış
1
Barjesteh, Nasser
1
Brock, William A.
1
Callegaro, Giorgia
1
Gatheral, Jim
1
Ghosh, T.
1
Ghosh, Taniya
1
Grasselli, Martino
1
Ivanov, I.
1
Ivanov, Ivelin G.
1
Keller-Ressel, Martin
1
Lan, Xinchen
1
Liang, Yanzi
1
Lin, Hongcan
1
Lu, Zheng
1
Pagès, Gilles
1
Pelagatti, Matteo
1
Perera, Ryle S.
1
Sarno, Deborah
1
Saunders, David M.
1
Siano, P.
1
Siano, Pierluigi
1
Silvestrini, Andrea
1
Vásquez, Óscar C.
1
Weng, Chengguo
1
Xepapadeas, Anastasios
1
Yang, Liu
1
Yannacopoulos, Athanasios N.
1
Zhang, Xin
1
Zhou, Xun Yu
1
more ...
less ...
Institution
All
Department of Economics, College of Business and Economics
1
Published in...
All
CoFE discussion papers
4
Operations research letters
3
CefES paper series
1
Computational economics
1
Discussion paper / Tinbergen Institute
1
Dynamic games and applications : DGA
1
Finance and stochastics
1
Finance research letters
1
IMA journal of management mathematics
1
International journal of financial engineering
1
International journal of production economics
1
Journal of mathematical finance
1
Mathematics of operations research
1
Operations research
1
Quantitative finance and economics
1
Tinbergen Institute Discussion Paper
1
Working Papers / Department of Economics, College of Business and Economics
1
more ...
less ...
Source
All
ECONIS (ZBW)
21
EconStor
2
RePEc
1
Showing
1
-
10
of
24
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Nonparametric statistical inference for stochastic optimal control problems and its applications for financial investment
Yang, Liu
;
Liang, Yanzi
;
Lan, Xinchen
;
Lu, Zheng
- In:
Finance research letters
64
(
2024
),
pp. 1-12
Persistent link: https://www.econbiz.de/10014531668
Saved in:
2
An approximate analysis of dynamic pricing, outsourcing, and scheduling policies for a multiclass make-to-stock queue in the heavy traffic regime
Ata, Barış
;
Barjesteh, Nasser
- In:
Operations research
71
(
2023
)
1
,
pp. 341-357
Persistent link: https://www.econbiz.de/10014308524
Saved in:
3
Estimating high dimensional multivariate stochastic volatility models
Pelagatti, Matteo
;
Sbrana, Giacomo
-
2020
Persistent link: https://www.econbiz.de/10012318391
Saved in:
4
A nonlinear optimal control approach to stabilization of a macroeconomic development model
Rigatos, Gerasimos G.
;
Siano, Pierluigi
;
Ghosh, Taniya
; …
- In:
Quantitative finance and economics
2
(
2018
)
2
,
pp. 373-387
Persistent link: https://www.econbiz.de/10012156666
Saved in:
5
Fast hybrid schemes for fractional Riccati equations (rough is not so tough)
Callegaro, Giorgia
;
Grasselli, Martino
;
Pagès, Gilles
- In:
Mathematics of operations research
46
(
2021
)
1
,
pp. 221-254
Persistent link: https://www.econbiz.de/10012498120
Saved in:
6
Provisions for bank deposit withdrawals and portfolio selection
Perera, Ryle S.
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012602666
Saved in:
7
Forecasting with the damped trend model using the structural approach
Sbrana, Giacomo
;
Silvestrini, Andrea
- In:
International journal of production economics
226
(
2020
),
pp. 1-9
Persistent link: https://www.econbiz.de/10012294776
Saved in:
8
BSDE approach to utility maximization with square-root factor processes
Lin, Hongcan
;
Saunders, David M.
;
Weng, Chengguo
- In:
Operations research letters
48
(
2020
)
2
,
pp. 130-135
Persistent link: https://www.econbiz.de/10012254025
Saved in:
9
Affine forward variance models
Gatheral, Jim
;
Keller-Ressel, Martin
- In:
Finance and stochastics
23
(
2019
)
3
,
pp. 501-533
Persistent link: https://www.econbiz.de/10012023754
Saved in:
10
A nonlinear optimal control approach to stabilization of business cycles of finance agents
Rigatos, Gerasimos G.
;
Siano, P.
;
Ghosh, T.
- In:
Computational economics
53
(
2019
)
3
,
pp. 1111-1131
Persistent link: https://www.econbiz.de/10012135115
Saved in:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->