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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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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
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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
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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
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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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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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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
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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
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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
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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