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Mathematics and financial economics
Journal of economic dynamics & control
60
European journal of operational research : EJOR
56
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41
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Optimal securitization of credit portfolios via impulse control
Frey, Rüdiger
;
Seydel, Roland C.
- In:
Mathematics and financial economics
4
(
2010
)
1
,
pp. 1-28
Persistent link: https://www.econbiz.de/10008807103
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2
Market frictions and corporate finance : an overview paper
Moreno-Bromberg, Santiago
;
Rochet, Jean-Charles
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 355-381
Persistent link: https://www.econbiz.de/10010490989
Saved in:
3
A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
Aktar, Yalçin
;
Taflin, Erik
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 489-509
Persistent link: https://www.econbiz.de/10010491879
Saved in:
4
Optimal control model of an enterprise for single and inheriting periods of carbon emission reduction
Liang, Jin
;
Huang, Wenlin
- In:
Mathematics and financial economics
16
(
2022
)
1
,
pp. 89-123
Persistent link: https://www.econbiz.de/10013167708
Saved in:
5
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
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6
Irreversible investment with fixed adjustment costs : a stochastic impulse control approach
Federico, Salvatore
;
Rosestolato, Mauro
;
Tacconi, Elisa
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 579-616
Persistent link: https://www.econbiz.de/10012055890
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7
Mean field game of controls and an application to trade crowding
Cardaliaguet, Pierre
;
Lehalle, Charles-Albert
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 335-363
Persistent link: https://www.econbiz.de/10011963860
Saved in:
8
Liquidity risk and optimal dividend/investment strategies
Chevalier, Etienne
;
Gaïgi, M’hamed
;
Ly Vath, Vathana
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10011900519
Saved in:
9
Optimal entry to an irreversible investment plan with non convex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Martyr, Randall
; …
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 423-454
Persistent link: https://www.econbiz.de/10011900577
Saved in:
10
A stochastic control approach to public debt management
Brachetta, Matteo
;
Ceci, Claudia
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 749-778
Persistent link: https://www.econbiz.de/10013438881
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