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Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest
Zhu, Jinxia; Chen, Feng - In: Economic modelling 46 (2015), pp. 142-156
Persistent link: https://www.econbiz.de/10011436574
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Multi-period Markowitz's mean-variance portfolio selection with state-dependent exit probability
Wu, Huiling; Zeng, Yan; Yao, Haixiang - In: Economic modelling 36 (2014), pp. 69-78
Persistent link: https://www.econbiz.de/10010412027
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Continuous-time mean-variance portfolio selection with only risky assets
Yao, Haixiang; Li, Zhongfei; Chen, Shumin - In: Economic modelling 36 (2014), pp. 244-251
Persistent link: https://www.econbiz.de/10010412352
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Parameter identification in mixed Brownian-fractional Brownian motions using Powell's optimization algorithm
Zhang, Pu; Sun, Qi; Xiao, Wei-lin - In: Economic modelling 40 (2014), pp. 314-319
Persistent link: https://www.econbiz.de/10010425614
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Dynamic mean-variance portfolio selection with liability and stochastic interest rate
Chang, Hao - In: Economic modelling 51 (2015), pp. 172-182
Persistent link: https://www.econbiz.de/10011475878
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Discrete-time optimal asset allocation under Higher-Order Hidden Markov Model
Zhu, Dong-Mei; Lu, Jiejun; Ching, Wai Ki; Siu, Tak Kuen - In: Economic modelling 66 (2017), pp. 223-232
Persistent link: https://www.econbiz.de/10011813727
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Solving dynamic stochastic models with multiple occasionally binding constraints
Guerra Vallejos, Ernesto; Bobenrieth Hochfarber, Eugenio; … - In: Economic modelling 105 (2021), pp. 1-17
Persistent link: https://www.econbiz.de/10013367160
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Upper and lower bounds for convex value functions of derivative contracts
Ben-Ameur, Hatem; Frutos, Javier de; Fakhfakh, Tarek; … - In: Economic modelling 34 (2013), pp. 69-75
Persistent link: https://www.econbiz.de/10010360612
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Applying the Model Order Reduction method to a European option pricing model
Lin, Shao-bin; Chen, Chun-Da - In: Economic modelling 33 (2013), pp. 533-536
Persistent link: https://www.econbiz.de/10010193332
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The effect of subsidy policies on the product quality improvement
Shin, Inyong; Kim, Hyunho - In: Economic modelling 27 (2010) 3, pp. 687-696
Persistent link: https://www.econbiz.de/10003995559