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Explicit investment rules with time-to-build and uncertainty
Aïd, René; Federico, Salvatore; Pham, Huyên; … - In: Journal of economic dynamics & control 51 (2015), pp. 240-256
Persistent link: https://www.econbiz.de/10011474400
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Asset sale, debt restructuring, and liquidation
Nishihara, Michi; Shibata, Takashi - In: Journal of economic dynamics & control 67 (2016), pp. 73-92
Persistent link: https://www.econbiz.de/10011708398
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The use of equity financing in debt renegotiation
Silaghi, Florina - In: Journal of economic dynamics & control 86 (2018), pp. 123-143
Persistent link: https://www.econbiz.de/10011973859
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Optimal harvesting under resource stock and price uncertainty
Alvarez, Luis H. R.; Koskela, Erkki - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2461-2485
Persistent link: https://www.econbiz.de/10003485162
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Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1106-1131
Persistent link: https://www.econbiz.de/10003443356
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Dynamic pairs trading using the stochastic control approach
Tourin, Agnès; Yan, Raphael - In: Journal of economic dynamics & control 37 (2013) 10, pp. 1972-1981
Persistent link: https://www.econbiz.de/10010196951
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Numerical solution of dynamic equilibrium models under Poisson uncertainty
Posch, Olaf; Trimborn, Timo - In: Journal of economic dynamics & control 37 (2013) 12, pp. 2602-2622
Persistent link: https://www.econbiz.de/10010348114
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An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.; Vetzal, Kenneth R. - In: Journal of economic dynamics & control 44 (2014), pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
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Stochastic control for economic models : past, present and the paths ahead
Kendrick, David A. - In: Journal of economic dynamics & control 29 (2005) 1/2, pp. 3-30
Persistent link: https://www.econbiz.de/10002590099
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Consumption and investment demand when health evolves stochastically
Bolin, Christian; Caputo, Michael R. - In: Journal of economic dynamics & control 114 (2020), pp. 1-13
Persistent link: https://www.econbiz.de/10012502555