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~isPartOf:"Economics of innovation and new technology"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Operations research"
~subject:"Dynamic programming"
~subject:"Optionspreistheorie"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Economics of innovation and new technology
Mathematical finance : an international journal of mathematics, statistics and financial theory
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1
Robust control of partially observable failing systems
Kim, Michael Jong
- In:
Operations research
64
(
2016
)
4
,
pp. 999-1014
Persistent link: https://www.econbiz.de/10011538583
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2
Rectangular sets of probability measures
Shapiro, Alexander
- In:
Operations research
64
(
2016
)
2
,
pp. 528-541
Persistent link: https://www.econbiz.de/10011485624
Saved in:
3
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
4
Allocation of intensive care unit beds in periods of high demand
Ouyang, Huiyin
;
Argon, Nilay
;
Ziya, Serhan
- In:
Operations research
68
(
2020
)
2
,
pp. 591-608
Persistent link: https://www.econbiz.de/10012213391
Saved in:
5
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
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6
Multistate Bayesian control chart over a finite horizon
Wang, Jue
;
Lee, Chi-Guhn
- In:
Operations research
63
(
2015
)
4
,
pp. 949-964
Persistent link: https://www.econbiz.de/10011313168
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7
Calibrating a diffusion pricing model with uncertain volatility: regularization and stability
Samperi, Dominick
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001686213
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8
Path-dependent economic growth with technological trajectory
Harada, Tsutomu
- In:
Economics of innovation and new technology
19
(
2010
)
5/6
,
pp. 521-538
Persistent link: https://www.econbiz.de/10008648718
Saved in:
9
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
Saved in:
10
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
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