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1
Reinforcement learning and stochastic optimisation
Jaimungal, Sebastian
- In:
Finance and stochastics
26
(
2022
)
1
,
pp. 103-129
Persistent link: https://www.econbiz.de/10012796477
Saved in:
2
Worst case model risk management
Talay, Denis
;
Zheng, Ziyu
- In:
Finance and stochastics
6
(
2002
)
4
,
pp. 517-537
Persistent link: https://www.econbiz.de/10001702790
Saved in:
3
Proving regularity of the minimal probability of ruin via a game of stopping and control
Bayraktar, Erhan
;
Young, Virginia R.
- In:
Finance and stochastics
15
(
2011
)
4
,
pp. 785-818
Persistent link: https://www.econbiz.de/10009423263
Saved in:
4
Present-biased lobbyists in linear-quadratic stochastic differential games
Lazrak, Ali
;
Wang, Hanxiao
;
Yong, Jiongmin
- In:
Finance and stochastics
27
(
2023
)
4
,
pp. 947-984
Persistent link: https://www.econbiz.de/10014426401
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5
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
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6
Asymptotic arbitrage and numéraire portfolios in large financial markets
Rochlin, Dmitri B.
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 173-194
Persistent link: https://www.econbiz.de/10003716254
Saved in:
7
Long run forward rates and long yields of bonds and options in heterogeneous equilibria
Malamud, Semyon
- In:
Finance and stochastics
12
(
2008
)
2
,
pp. 245-264
Persistent link: https://www.econbiz.de/10003716265
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8
Background filtrations and canonical loss processes for top-down models of portfolio credit risk
Ehlers, Philippe
;
Schönbucher, Philipp J.
- In:
Finance and stochastics
13
(
2009
)
1
,
pp. 79-103
Persistent link: https://www.econbiz.de/10003939478
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9
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
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10
Liquidity risk, price impacts and the replication problem
Roch, Alexandre F.
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 399-419
Persistent link: https://www.econbiz.de/10009303238
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