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International journal of theoretical and applied finance
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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
Saved in:
7
Solvability and numerical simulation of BSDEs related to BSPDEs with applications to utility maximization
Imkeller, Peter
;
Réveillac, Anthony
;
Zhang, Jianing
- In:
International journal of theoretical and applied finance
14
(
2011
)
5
,
pp. 635-667
Persistent link: https://www.econbiz.de/10009298518
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8
Time-inconsistent Markovian control problems under model uncertainty with application to the mean-variance portfolio selection
Bielecki, Tomasz R.
;
Chen, Tao
;
Cialenco, Igor
- In:
International journal of theoretical and applied finance
24
(
2021
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10012650186
Saved in:
9
Optimal dynamic futures portfolio under a multifactor Gaussian framework
Leung, Tim
;
Yan, Raphael
;
Zhou, Yang
- In:
International journal of theoretical and applied finance
24
(
2021
)
5
,
pp. 1-27
Persistent link: https://www.econbiz.de/10012662043
Saved in:
10
Optimal liquidation trajectories for the Almgren-Chriss model
Løkka, Arne
;
Xu, Junwei
- In:
International journal of theoretical and applied finance
23
(
2020
)
7
,
pp. 1-35
Persistent link: https://www.econbiz.de/10012496903
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