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~person:"Federico, Salvatore"
~subject:"Mathematische Optimierung"
~subject:"Portfolio Selection"
~type_genre:"Accompanied by computer file"
~type_genre:"Aufsatz in Zeitschrift"
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Mathematische Optimierung
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Federico, Salvatore
Li, Duan
9
Post, Thierry
9
Steuer, Ralph E.
9
Kwon, Roy H.
8
Zhang, Wei-guo
8
Cesarone, Francesco
7
Qi, Yue
7
Korn, Ralf
6
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6
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Speranza, Maria Grazia
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Weissensteiner, Alex
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Bansal, Saurabh
4
Ben Abdelaziz, Fouad
4
Chen, Jingnan
4
Ching, Wai Ki
4
Costa, Giorgio
4
Escobar, Marcos
4
Gozzi, Fausto
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Hassapis, Christis
4
Kaucic, Massimiliano
4
Kim, Jang Ho
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Lee, Yongjae
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Lejeune, Miguel A.
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Mitra, Gautam
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Puerto, Justo
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Finance and stochastics
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European journal of operational research : EJOR
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
2
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
3
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
Saved in:
4
A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
Saved in:
5
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
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