Narrow search
Showing 1 - 10 of 51
Cover Image
Legendre approximation for solving a class of nonlinear optimal control problems
Tohidi, Emran; Samadi, Omid Reza Navid; Farahi, … - In: Journal of mathematical finance 1 (2011) 1, pp. 8-13
Persistent link: https://www.econbiz.de/10009533129
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
H ∞ optimal control problems for jump linear equations
Ivanov, I.; Ivanov, Ivelin G. - In: Journal of mathematical finance 5 (2015) 4, pp. 337-347
Persistent link: https://www.econbiz.de/10011438578
Cover Image
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
Cover Image
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
Cover Image
Two optimization problems of a continuous-in-time financial model
Frénod, Emmanuel; Ménard, Pierre; Safa, Mohamad - In: Journal of mathematical finance 8 (2018) 1, pp. 27-42
Persistent link: https://www.econbiz.de/10011846105
Cover Image
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