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Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin; Alexandropoulos, C. A. - In: Applied mathematical finance 13 (2006) 3, pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
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Optimal quality provision when reputation is subject to random inspections
Hirschmann, David - In: Operations research letters 42 (2014) 1, pp. 64-69
Persistent link: https://www.econbiz.de/10010259244
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Explicit representations for utility indifference prices
Hess, Markus - In: Applied mathematical finance 28 (2021) 1, pp. 23-47
Persistent link: https://www.econbiz.de/10012625986
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Indifference fee rate for variable annuities
Chevalier, Etienne; Lim, Thomas; Romero, Ricardo Romo - In: Applied mathematical finance 23 (2016) 3/4, pp. 278-308
Persistent link: https://www.econbiz.de/10011704242
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Optimal market making
Guéant, Olivier - In: Applied mathematical finance 24 (2017) 1/2, pp. 112-154
Persistent link: https://www.econbiz.de/10011746995
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Optimal control of a queue under a quality-of-service constraint with bounded and unbounded rates
Ebrahimi, Abdolghani; Ghosh, Arka P. - In: Operations research letters 48 (2020) 6, pp. 737-743
Persistent link: https://www.econbiz.de/10012430101
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Risk-averse stochastic optimal control : An efficiently computable statistical upper bound
Guigues, Vincent; Shapiro, Alexander; Cheng, Yi - In: Operations research letters 51 (2023) 4, pp. 393-400
Persistent link: https://www.econbiz.de/10014426574