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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
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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
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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
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Optimal risk control under marked point processes shocks : a dynamic programming duality approach
Mnif, Mohamed - In: International journal of theoretical and applied finance 16 (2013) 7, pp. 1-45
Persistent link: https://www.econbiz.de/10010233243
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Algorithmic trading with learning
Cartea, Álvaro; Jaimungal, Sebastian; Kinzebulatov, Damir - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-30
Persistent link: https://www.econbiz.de/10011523847
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Optimal control of an energy storage facility under a changing economic environment and partial information
Shardin, Anton A.; Szölgyenyi, Michaela - In: International journal of theoretical and applied finance 19 (2016) 4, pp. 1-27
Persistent link: https://www.econbiz.de/10011523933
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Market making and portfolio liquidation under uncertainty
Nyström, Kaj; Aly, Sidi Mohamed Ould; Zhang, Changyong - In: International journal of theoretical and applied finance 17 (2014) 5, pp. 1-33
Persistent link: https://www.econbiz.de/10010437189
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A finite-horizon optimal investment and consumption problem using regime-switching models
Liu, Rui Hua - In: International journal of theoretical and applied finance 17 (2014) 4, pp. 1-18
Persistent link: https://www.econbiz.de/10010391500
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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
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Informed opportunistic trading and price optimal control
Gauthier, Laurent - In: International journal of theoretical and applied finance 6 (2003) 1, pp. 31-55
Persistent link: https://www.econbiz.de/10001769113