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~isPartOf:"Journal of mathematical finance"
~person:"Di Giacinto, Marina"
~person:"Liu, Jingzhen"
~subject:"Kontrolltheorie"
~subject:"Stochastic Maximum Principle"
~subject:"Stochastic Optimal Control"
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Journal of mathematical finance
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Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
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2
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
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