Narrow search
Showing 1 - 7 of 7
Cover Image
Optimal timing of the annuity purchase : combined stochastic control and optimal stopping problem
Stabile, Gabriele - In: International journal of theoretical and applied finance 9 (2006) 2, pp. 151-170
Persistent link: https://www.econbiz.de/10003312710
Cover Image
A note on irreversible investment, hedging and optimal consumption problems
Henderson, Vicky; Hobson, David G. - In: International journal of theoretical and applied finance 9 (2006) 6, pp. 997-1007
Persistent link: https://www.econbiz.de/10003380323
Cover Image
Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
Cover Image
A model for market closure and international portfolio management within incomplete information
Bellalah, Mondher; Wu, Zhen - In: International journal of theoretical and applied finance 5 (2002) 5, pp. 479-495
Persistent link: https://www.econbiz.de/10001687132
Cover Image
The two-dimensional tree-grid method
Kossaczký, Igor; Ehrhardt, Matthias; Günther, Michael - In: The journal of computational finance 23 (2019) 2, pp. 29-57
Persistent link: https://www.econbiz.de/10012111259
Cover Image
Optimal liquidation under stochastic price impact
Barger, Weston; Lorig, Matthew - In: International journal of theoretical and applied finance 22 (2019) 2, pp. 1-28
Persistent link: https://www.econbiz.de/10012012935
Cover Image
Pricing temperature derivatives under weather forecasts
Hess, Markus - In: International journal of theoretical and applied finance 21 (2018) 5, pp. 1-34
Persistent link: https://www.econbiz.de/10011903773