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Optioned portfolio selection : models and analysis
Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min; Kwok, Yue-Kuen; Zong, Jianping - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
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A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên; Tankov, Peter - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
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Liquidation of a large block of stock with regime switching
Pemy, Moustapha; Zhang, Qing; Yin, George - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
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Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar; Kumar, Sunil - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
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Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel; Choulli, Tahir; Taskar, Michael; … - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
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Maximizing the growth rate under risk constraints
Pirvu, Traian A.; Žitković, Gordan - In: Mathematical finance : an international journal of … 19 (2009) 3, pp. 423-455
Persistent link: https://www.econbiz.de/10003882789
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Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.; Sulem, Agnès - In: Mathematical finance : an international journal of … 19 (2009) 4, pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
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The machine maintenance and sale age model of Kamien and Schwartz revisited
Bensoussan, Alain; Sethi, Suresh P. - In: Management science : journal of the Institute for … 53 (2007) 12, pp. 1964-1976
Persistent link: https://www.econbiz.de/10003600517
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Optimal control and equilibrium behavior of production-inventory systems
Wu, Owen Q.; Chen, Hong - In: Management science : journal of the Institute for … 56 (2010) 8, pp. 1362-1379
Persistent link: https://www.econbiz.de/10008653701