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Optimal trading with cointegrated pairs of stocks
Yamada, Yuji; Primbs, James A. - In: Recent advances in financial engineering 2011: …, (pp. 183-202). 2012
Persistent link: https://www.econbiz.de/10009573431
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Technical analysis and central bank intervention
Neely, Christopher J.; Weller, Paul A. - In: Journal of international money and finance 20 (2001) 7, pp. 949-970
Persistent link: https://www.econbiz.de/10001637058
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Stripping coupons with linear programming
Allen, David E.; Thomas, Lyn C.; Zheng, Harry - In: The journal of fixed income 10 (2000) 2, pp. 80-87
Persistent link: https://www.econbiz.de/10001530350
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One-dimensional cutting stock optimization : the case of a low ratio between stock and order lengths
Gradišar, Miro - 2006
Persistent link: https://www.econbiz.de/10008657671
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De Finetti's optimal dividends problem with an affine penalty function at ruin
Loeffen, Ronnie L.; Renaud, Jean-François - In: Insurance / Mathematics & economics 46 (2010) 1, pp. 98-108
Persistent link: https://www.econbiz.de/10003953307
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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
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Dividend optimization under reserve constraints for the Cramér-Lundberg model compounded by force of interest
Zhu, Jinxia; Chen, Feng - In: Economic modelling 46 (2015), pp. 142-156
Persistent link: https://www.econbiz.de/10011436574
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Some optimal dividend problems in a Markov-modulated risk model
Li, Shuanming (contributor); Lu, Yi (contributor) - 2006
Persistent link: https://www.econbiz.de/10003297887
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Some optimal dividends problems
Dickson, David C. M. (contributor);  … - 2003 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001790733
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Asymptotic Analysis for Optimal Dividends in a Dual Risk Model
Fahim, Arash - 2016
The dual risk model is a popular model in finance and insurance, which is mainly used to model the wealth process of a venture capital or high tech company. Optimal dividends have been extensively studied in the literature for the dual risk model. It is well known that the value function of this...
Persistent link: https://www.econbiz.de/10013001352