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:"Mathematical methods of operations research"
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
A Stochastic Calculus Model of...
Similar by person
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Dynamic programming
1
Dynamische Optimierung
1
Markov chain
1
Markov-Kette
1
Portfolio selection
1
Portfolio-Management
1
Theorie
1
Theory
1
more ...
less ...
Type of publication
All
Article
2
Type of publication (narrower categories)
All
Article in journal
1
Aufsatz in Zeitschrift
1
Language
All
English
1
Undetermined
1
Author
All
Hernández-Hernández, Daniel
2
Pliska, Stanley R.
2
Bielecki, Thomas
1
Bielecki, Tomasz
1
Published in...
All
Mathematical methods of operations research
Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
1,584
Discussion Paper
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
5
Finance and stochastics
4
Journal of economic dynamics & control
4
Mathematical Finance
3
Stochastic Processes and their Applications
3
Finance and Stochastics
2
Journal of Economic Dynamics and Control
2
Journal of banking & finance
2
Managerial Finance
2
Managerial finance
2
Advances in finance and stochastics : essays in honour of Dieter Sondermann
1
American journal of agricultural economics
1
Applied stochastic control in econometrics and management science
1
Computational Statistics
1
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
1
International journal of theoretical and applied finance
1
Journal of Banking & Finance
1
Journal of Economic Theory
1
Journal of Futures Markets
1
Journal of Mathematical Economics
1
Journal of economic theory
1
Journal of mathematical economics
1
Management Science
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical Methods of Operations Research
1
Operations research
1
Review of Accounting and Finance
1
Review of futures markets
1
Review of quantitative finance and accounting
1
Springer finance
1
The Polish review : a quarterly publ. by the Polish Institute of Arts and Sciences in America
1
The journal of computational finance
1
The journal of futures markets
1
The review of economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
1
OLC EcoSci
1
Showing
1
-
2
of
2
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
Saved in:
2
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Tomasz
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10006626467
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
