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~subject:"Dynamic programming"
~subject:"Optionspreistheorie"
~subject:"stochastic control"
~type:"article"
~type_genre:"Aufsatz in Zeitschrift"
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Björk, Tomas
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International journal of theoretical and applied finance
12
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12
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10
Risks : open access journal
10
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European journal of operational research : EJOR
6
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Journal of risk and financial management : JRFM
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51
On the use and improvement of Hull and White's control variate technique
Chung, San-Lin
;
Shackleton, Mark B.
- In:
Applied financial economics
15
(
2005
)
16
,
pp. 1171-1179
Persistent link: https://www.econbiz.de/10003213709
Saved in:
52
Sharing clams : tragedy of an incomplete commons
Janmaat, Johannus A.
- In:
Journal of environmental economics and management : …
49
(
2005
)
1
,
pp. 26-51
Persistent link: https://www.econbiz.de/10002515669
Saved in:
53
Fixed endpoint optimal control
Caliendo, Frank
;
Pande, Saket
- In:
Economic theory : official journal of the Society for …
26
(
2005
)
4
,
pp. 1007-1012
Persistent link: https://www.econbiz.de/10003133451
Saved in:
54
Das Bellman'sche Optimalitätsprinzip
Krüger, Jens
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
34
(
2005
)
3
,
pp. 155-158
Persistent link: https://www.econbiz.de/10002657666
Saved in:
55
Elements of a theory of design limits to optimal policy
Brock, William A.
;
Durlauf, Steven N.
- In:
Papers in money, macroeconomics and finance : …
72
(
2004
),
pp. 1-18
Persistent link: https://www.econbiz.de/10003362039
Saved in:
56
Optimization of harvesting return from age-structured population
Chritonenko, Natalija V.
;
Yatsenko, Yuri
- In:
Journal of bioeconomics
8
(
2006
)
2
,
pp. 167-179
Persistent link: https://www.econbiz.de/10003371925
Saved in:
57
Dynamische Optimierung, Simulation und Visualisierung mit MAPLE V
Göcke, Matthias
- In:
Wirtschaftswissenschaftliches Studium : WiSt ; …
30
(
2001
)
7
,
pp. 387-391
Persistent link: https://www.econbiz.de/10001595691
Saved in:
58
Calibrating a diffusion pricing model with uncertain volatility: regularization and stability
Samperi, Dominick
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001686213
Saved in:
59
Pricing arithmetic average reset options with control variates
Liao, Szu-Lang
;
Wang, Chou-Wen
- In:
The journal of derivatives : the official publication …
10
(
2002
)
2
,
pp. 59-74
Persistent link: https://www.econbiz.de/10001745233
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60
Incentive compatibility constraints and dynamic programming in continuous time
Barucci, Emilio
;
Gozzi, Fausto
;
Świȩch, Andrzej
- In:
Journal of mathematical economics
34
(
2000
)
4
,
pp. 471-508
Persistent link: https://www.econbiz.de/10001531834
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