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Dividend optimization for regime-switching general diffusions

Zhu, Jinxia; Chen, Fen - In: Insurance / Mathematics & economics 53 (2013) 2, pp. 439-456

Persistent link: https://www.econbiz.de/10010195911

A pontryaghin maximum principle approach for the optimization of dividends/consumption of spectrally negative Markov processes, until a generalized draw-down time

Avram, Florin; Goreac, Dan - In: Scandinavian actuarial journal 2019 (2019) 9, pp. 799-823

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Optimal dividend bands revisited : a gradient-based method and evolutionary algorithms

Albrecher, Hansjörg; Garcia Flores, Brandon - In: Scandinavian actuarial journal 2023 (2023) 8, pp. 788-810

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Stochastic optimization models in finance

Ziemba, William T. (ed.); Vickson, R. G. (contributor) - 1975

Persistent link: https://www.econbiz.de/10000029923

'Preface to' Stochastic Optimization Models in Finance (2006 Edition)

Ziemba, William T. - 2009

A reprint of one of the classic volumes on portfolio theory and investment, this book has been used by the leading ….Frequently referenced and highly usable, the material remains as fresh and relevant for a portfolio theory course as ever …

Persistent link: https://www.econbiz.de/10013156000

Stochastic Optimization Models in Finance.

Ziemba, William T. - 2006 - 2006th ed.

Key Features:Classic articles on portfolio theory reprinted in one easy-to-use volumeIncludes 150 pages of original … I. MATHEMATICAL TOOLS -- Introduction -- 1. Expected Utility Theory -- 2. Convexity and the Kuhn Tucker Conditions -- 3 …