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~isPartOf:"Mathematical methods of operations research"
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Hernández-Hernández, Daniel
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Mathematical methods of operations research
Discussion Paper
11
Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
11
Mathematical finance : an international journal of mathematics, statistics and financial theory
10
Finance and stochastics
7
International journal of theoretical and applied finance
6
Stochastic Processes and their Applications
5
Finance and Stochastics
4
Journal of economic dynamics & control
4
Computational Statistics
3
Mathematical Finance
3
Mathematical Methods of Operations Research
3
Quantitative Finance
3
SFB 649 Discussion Paper
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Discussion paper / Humboldt-Universität zu Berlin, SFB 649 Economic Risk
2
Financial series
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Journal of Economic Dynamics and Control
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Managerial Finance
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Managerial finance
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Mathematics of operations research
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Recent advances in financial engineering 2012 : proceedings of the International Workshop on Finance 2012, the University of Tokyo, Japan, 30-31 October 2012
2
SFB 649 discussion paper
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Springer finance
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Working papers in economics
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A Chapman & Hall book
1
Advances in finance and stochastics : essays in honour of Dieter Sondermann
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American journal of agricultural economics
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Applied stochastic control in econometrics and management science
1
Asia-Pacific Financial Markets
1
Asia-Pacific financial markets
1
Chapman & Hall/CRC financial mathematics series
1
Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
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Diskussionspapier
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Dynamic games and applications : DGA
1
Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Financial engineering
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Indifference pricing : theory and applications
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Journal of Banking & Finance
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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
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-179
Persistent link: https://www.econbiz.de/10003748390
Saved in:
3
Solution to the risk-sensitive average optimality equation in communicating Markov decision chains with finite state space : an alternative approach
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematical methods of operations research
56
(
2002
)
3
,
pp. 473-479
Persistent link: https://www.econbiz.de/10001725939
Saved in:
4
A characterization of exponential functionals in finite Markov chains
Cavazos-Cadena, Rolando
;
Hernández-Hernández, Daniel
- In:
Mathematical methods of operations research
60
(
2004
)
3
,
pp. 399-414
Persistent link: https://www.econbiz.de/10006608062
Saved in:
5
An optimal investment strategy with maximal risk aversion and its ruin probability
Fernández, Begoña
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
68
(
2008
)
1
,
pp. 159-180
Persistent link: https://www.econbiz.de/10008086258
Saved in:
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