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~isPartOf:"Journal of mathematical finance"
~subject:"Kontrolltheorie"
~subject:"Stochastic Maximum Principle"
~subject:"Stochastic Optimal Control"
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Kontrolltheorie
Stochastic Maximum Principle
Stochastic Optimal Control
Stochastic process
89
Stochastischer Prozess
89
Option pricing theory
47
Optionspreistheorie
47
Volatility
38
Volatilität
38
Theorie
25
Theory
25
Portfolio selection
21
Portfolio-Management
21
Derivat
15
Derivative
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Experiment
10
Analysis
9
Black-Scholes model
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Black-Scholes-Modell
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Control theory
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Mathematical analysis
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Stochastic Volatility
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Markov chain
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Markov-Kette
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Option trading
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Optionsgeschäft
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Interest rate
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Statistische Verteilung
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Zins
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Estimation theory
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Schätztheorie
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CAPM
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Credit risk
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Geometric Brownian Motion
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Hedging
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Jump Diffusion
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Kreditrisiko
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9
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Mtunya, Adeline Peter
2
Ngare, Philip
2
Nkansah-Gyekye, Yaw
2
Akpanibah, Edikan E.
1
Di Giacinto, Marina
1
Hongler, Max-Olivier
1
Ieda, Masashi
1
Kung, James J.
1
Liu, Jingzhen
1
Loxton, Ryan C.
1
Mwanakatwe, Patrick Kandege
1
Nakano, Yumiharu
1
Njoku, K. N. C.
1
Osu, Bright O.
1
Su, Yue
1
Teo, Kok Lay
1
Ujumadu, Rosemary N.
1
Wang, Xiaoguang
1
Wong, Wing Keung
1
Wu, E.-ching
1
Yamashita, Takashi
1
Yiu, Ka Fai Cedric
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Journal of mathematical finance
Insurance / Mathematics & economics
31
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
19
European journal of operational research : EJOR
16
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
13
Mathematical methods of operations research
13
Risks : open access journal
13
Journal of economic dynamics & control
10
Mathematics and financial economics
9
Operations research
9
Computational economics
8
CoFE Discussion Paper
7
CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Dynamic games and applications : DGA
7
Operations research letters
7
Applied mathematical finance
6
CESifo working papers
6
International journal of production economics
6
Scandinavian actuarial journal
6
CESifo Working Paper
5
Finance research letters
5
International journal of financial engineering
5
Journal of risk and financial management : JRFM
5
Lecture notes in economics and mathematical systems : operations research, computer science, social science
5
Quantitative finance
5
Institute of Mathematical Economics Working Paper
4
Lecture notes in economics and mathematical systems : LNEMS
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
OR spectrum : quantitative approaches in management
4
Annals of finance
3
International journal of production research
3
SFB 649 discussion paper
3
Advanced mathematical methods for finance
2
American journal of agricultural economics
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
2
Bonn Econ Discussion Papers
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ECONIS (ZBW)
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1
A liability tracking approach to long term management of pension funds
Ieda, Masashi
;
Yamashita, Takashi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
Saved in:
2
Stochastic control for asset management
Kung, James J.
;
Wong, Wing Keung
;
Wu, E.-ching
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
Saved in:
3
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
Saved in:
4
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
Saved in:
5
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
Saved in:
6
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:
7
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
Saved in:
8
Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege
;
Wang, Xiaoguang
;
Su, Yue
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
Saved in:
9
Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.
;
Osu, Bright O.
;
Akpanibah, Edikan E.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
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