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Finance and stochastics
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1
A risk-sensitive stochastic control approach to an optimal investment problem with partial information
Hata, Hiroaki
;
Iida, Yasunari
- In:
Finance and stochastics
10
(
2006
)
3
,
pp. 395-426
Persistent link: https://www.econbiz.de/10003380023
Saved in:
2
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
Saved in:
3
A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
Saved in:
4
Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
5
An optimal consumption problem in finite time with a constraint on the ruin probability
Grandits, Peter
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 791-847
Persistent link: https://www.econbiz.de/10011421027
Saved in:
6
A mathematical treatment of bank monitoring incentives
Pagès, Henri
;
Possamaï, Dylan
- In:
Finance and stochastics
18
(
2014
)
1
,
pp. 39-73
Persistent link: https://www.econbiz.de/10010235458
Saved in:
7
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Saved in:
8
Optimal risk control for a large corporation in the presence of returns on investments
Højgaard, Bjarne
;
Taksar, Michael I.
- In:
Finance and stochastics
5
(
2001
)
4
,
pp. 527-547
Persistent link: https://www.econbiz.de/10001614610
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9
Asymptotic analysis for optimal investment and consumption with transaction costs
Janeček, Karel
;
Shreve, Steven E.
- In:
Finance and stochastics
8
(
2004
)
2
,
pp. 181-206
Persistent link: https://www.econbiz.de/10002012481
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10
Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia
;
Ceci, Claudia
;
Ferrari, Giorgio
- In:
Finance and stochastics
24
(
2020
)
4
,
pp. 1083-1132
Persistent link: https://www.econbiz.de/10012518165
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