//--> //--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Journal of mathematical finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Introduction to system sensiti...
Similar by subject
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Control theory
12
Kontrolltheorie
12
Stochastic process
9
Stochastischer Prozess
9
Portfolio selection
8
Portfolio-Management
8
Stochastic Optimal Control
6
Interest rate
3
Zins
3
Mathematical programming
2
Mathematische Optimierung
2
Pension fund
2
Pensionskasse
2
Reinsurance
2
Rückversicherung
2
Stochastic Control
2
Yield curve
2
Zinsstruktur
2
Adaptive Optimal Control
1
Affine Interest Rate
1
Altersvorsorge
1
Analysis
1
Backward Stochastic Differential Equation
1
Black-Scholes Dynamics
1
Black-Scholes model
1
Black-Scholes-Modell
1
Continuous-in-Time Model
1
Defined Contribution Pension
1
Deterministic Optimal Control
1
Dividend
1
Dividend Policy
1
Dividende
1
Emerging Market Countries
1
Emerging economies
1
Exact Solutions
1
Experiment
1
Extra Contribution
1
Financial Strategy
1
Firm Investment Strategy
1
Functional Mean Reversion Speed
1
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
12
Type of publication (narrower categories)
All
Article in journal
12
Aufsatz in Zeitschrift
12
Language
All
English
12
Author
All
Mtunya, Adeline Peter
2
Ngare, Philip
2
Nkansah-Gyekye, Yaw
2
Akpanibah, Edikan E.
1
Di Giacinto, Marina
1
Farahi, Mohammad Hadi
1
Frénod, Emmanuel
1
Hongler, Max-Olivier
1
Ieda, Masashi
1
Ivanov, I.
1
Ivanov, Ivelin G.
1
Kung, James J.
1
Liu, Jingzhen
1
Loxton, Ryan C.
1
Mwanakatwe, Patrick Kandege
1
Ménard, Pierre
1
Nakano, Yumiharu
1
Njoku, K. N. C.
1
Osu, Bright O.
1
Safa, Mohamad
1
Samadi, Omid Reza Navid
1
Su, Yue
1
Teo, Kok Lay
1
Tohidi, Emran
1
Ujumadu, Rosemary N.
1
Wang, Xiaoguang
1
Wong, Wing Keung
1
Wu, E.-ching
1
Yamashita, Takashi
1
Yiu, Ka Fai Cedric
1
more ...
less ...
Published in...
All
Journal of mathematical finance
Journal of economic dynamics & control
60
European journal of operational research : EJOR
56
Insurance / Mathematics & economics
41
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
32
Mathematics of operations research
28
Operations research
26
International journal of production research
25
Mathematical methods of operations research
25
Mathematical finance : an international journal of mathematics, statistics and financial theory
23
CESifo working papers
22
SpringerLink / Bücher
22
Finance and stochastics
21
International journal of theoretical and applied finance
21
Computational economics
20
Operations research letters
19
Lecture notes in economics and mathematical systems : LNEMS
18
Lecture notes in economics and mathematical systems : operations research, computer science, social science
18
Control and dynamic systems : advances in theory and applications
17
Management science : journal of the Institute for Operations Research and the Management Sciences
16
American journal of agricultural economics
14
Dynamic games and applications : DGA
14
NBER working paper series
14
Risks : open access journal
14
Working paper
13
CESifo Working Paper
12
International journal of production economics
12
NBER Working Paper
12
Working paper / National Bureau of Economic Research, Inc.
12
Journal of economic theory
11
Macroeconomic dynamics
11
Mathematics and financial economics
11
Lecture notes in control and information sciences
10
Annals of economic and social measurement : journal of computers, information retrieval, and research methodology
9
Applied mathematical finance
9
Discussion paper / Center for Economic Research, Tilburg University
9
Games
9
International journal of productivity and quality management : IJPQM
9
Journal of mathematical economics
9
Quantitative finance
9
more ...
less ...
Source
All
ECONIS (ZBW)
12
Showing
1
-
10
of
12
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
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
Saved in:
2
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:
3
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:
4
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:
5
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:
6
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
Saved in:
7
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:
8
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:
9
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
Saved in:
10
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:
1
2
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->