Narrow search
Showing 1 - 10 of 362
Cover Image
Optioned portfolio selection : models and analysis
Liang, Jianfeng; Zhang, Shuzhong; Li, Duan - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Cover Image
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min; Kwok, Yue-Kuen; Zong, Jianping - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Cover Image
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên; Tankov, Peter - In: Mathematical finance : an international journal of … 18 (2008) 4, pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Cover Image
The costate variable in a stochastic renewable resource model
Lyon, Kenneth S.; Pande, Saket - In: Natural resource modeling : the official journal of the … 19 (2006) 1, pp. 45-66
Persistent link: https://www.econbiz.de/10003324978
Cover Image
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar; Kumar, Sunil - In: Mathematical finance : an international journal of … 16 (2006) 2, pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Cover Image
The timing of biological carbon sequestration and carbon abatement in energy sector under optimal strategies against climate risks
Gitz, Vincent; Hourcade, Jean-Charles; Ciais, Philippe - In: The energy journal 27 (2006) 3, pp. 113-133
Persistent link: https://www.econbiz.de/10003347305
Cover Image
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel; Choulli, Tahir; Taskar, Michael; … - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
Cover Image
Optimal harvesting under resource stock and price uncertainty
Alvarez, Luis H. R.; Koskela, Erkki - In: Journal of economic dynamics & control 31 (2007) 7, pp. 2461-2485
Persistent link: https://www.econbiz.de/10003485162
Cover Image
United States current account deficits : a stochastic optimal control analysis
Stein, Jerome L. - In: Journal of banking & finance 31 (2007) 5, pp. 1321-1350
Persistent link: https://www.econbiz.de/10003461162
Cover Image
Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility
Sennewald, Ken - In: Journal of economic dynamics & control 31 (2007) 4, pp. 1106-1131
Persistent link: https://www.econbiz.de/10003443356