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~subject:"Dynamic programming"
~subject:"Optionspreistheorie"
~subject:"optimal control"
~subject:"stochastic control"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Dynamic programming
Optionspreistheorie
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Sun, Peng
5
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Operations research
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International journal of theoretical and applied finance
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1
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
Saved in:
2
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
Saved in:
3
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
Saved in:
4
Path-dependent economic growth with technological trajectory
Harada, Tsutomu
- In:
Economics of innovation and new technology
19
(
2010
)
5/6
,
pp. 521-538
Persistent link: https://www.econbiz.de/10008648718
Saved in:
5
Pricing a European basket option in the presence of proportional transaction costs
Atkinson, Colin
;
Alexandropoulos, C. A.
- In:
Applied mathematical finance
13
(
2006
)
3
,
pp. 191-214
Persistent link: https://www.econbiz.de/10003383647
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6
Dynamic forecasting and control algorithms of glaucoma progression for clinician decision support
Helm, Jonathan E.
;
Lavieri, Mariel S.
;
Van Oyen, Mark P.
; …
- In:
Operations research
63
(
2015
)
5
,
pp. 979-999
Persistent link: https://www.econbiz.de/10011397795
Saved in:
7
Optimal control indicators for the assessment of the influence of approximate optimal feedback in the baseline RBC model
Kollias, Iraklis
- In:
International journal of sustainable economies …
3
(
2014
)
1
,
pp. 1-15
Persistent link: https://www.econbiz.de/10010511514
Saved in:
8
Managing blood donations with marketing
Aravindakshan, Ashwin
;
Rubel, Olivier
;
Rutz, Oliver J.
- In:
Marketing science : the marketing journal of the …
34
(
2015
)
2
,
pp. 269-280
Persistent link: https://www.econbiz.de/10010515889
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9
Announcing is bad, delaying is worse : another pitfall in well-intended climate policy
Jus, Darko
;
Meier, Volker
- In:
Jahrbücher für Nationalökonomie und Statistik
235
(
2015
)
3
,
pp. 286-297
Persistent link: https://www.econbiz.de/10011431515
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10
Optimal exploitation of a renewable resource with capital limitations : Nordic sheep farming with and without grazing externalities
Gauteplass, Asle
;
Skonhoft, Anders
- In:
European review of agricultural economics : ERAE
42
(
2015
)
1
,
pp. 25-50
Persistent link: https://www.econbiz.de/10011279797
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