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~isPartOf:"Journal of mathematical finance"
~person:"Di Giacinto, Marina"
~person:"Ngare, Philip"
~subject:"Kontrolltheorie"
~subject:"Stochastic Maximum Principle"
~subject:"Stochastic Optimal Control"
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Di Giacinto, Marina
Ngare, Philip
Mtunya, Adeline Peter
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Nkansah-Gyekye, Yaw
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Journal of mathematical finance
European journal of operational research : EJOR
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ECONIS (ZBW)
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On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
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2
Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
Saved in:
3
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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