//--> //--> //-->
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
~accessRights:"restricted"
~isPartOf:"Journal of risk and financial management : JRFM"
~isPartOf:"Mathematical methods of operations research : ZOR"
~isPartOf:"The journal of computational finance"
~person:"Steffensen, Mogens"
~subject:"Interest rate derivative"
~subject:"Mathematical programming"
~subject:"Optionspreistheorie"
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
Introduction to system sensiti...
Similar by subject
Narrow search
Delete all filters
| 8 applied filters
Year of publication
From:
To:
Subject
All
Interest rate derivative
Mathematical programming
Optionspreistheorie
Control theory
1
Equilibrium control laws
1
Kontrolltheorie
1
Mathematische Optimierung
1
Nichtlineare Optimierung
1
Nonlinear programming
1
Optimal control
1
Portfolio selection
1
Portfolio-Management
1
Quadratic portfolio problems
1
Time consistency
1
Time-inconsistency
1
Zeitkonsistenz
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
1
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Author
All
Steffensen, Mogens
Ehrhardt, Matthias
1
Forsyth, Peter A.
1
Günther, Michael
1
Kossaczký, Igor
1
Kryger, Esben
1
Labahn, George
1
Nordfang, Maj-Britt
1
Pun, Chi Seng
1
more ...
less ...
Published in...
All
Journal of risk and financial management : JRFM
Mathematical methods of operations research : ZOR
The journal of computational finance
Quantitative finance
1
Source
All
ECONIS (ZBW)
1
Showing
1
-
1
of
1
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal control of an objective functional with non-linearity between the conditional expectations : solutions to a class of time-inconsistent portfolio problems
Kryger, Esben
;
Nordfang, Maj-Britt
;
Steffensen, Mogens
- In:
Mathematical methods of operations research : ZOR
91
(
2020
)
3
,
pp. 405-438
Persistent link: https://www.econbiz.de/10012301603
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->