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~subject:"Optimal control"
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Optimal control
Stochastischer Prozess
19,392
Stochastic process
18,946
Optionspreistheorie
15,524
Option pricing theory
15,064
Theorie
13,572
Theory
13,246
Volatilität
6,402
Volatility
6,295
Optionsgeschäft
4,051
Option trading
4,033
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3,036
Derivative
3,030
Portfolio-Management
2,805
Mathematische Optimierung
2,792
Portfolio selection
2,785
Mathematical programming
2,777
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2,268
Estimation
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Risiko
1,953
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1,943
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1,940
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1,919
Zeitreihenanalyse
1,863
CAPM
1,844
Time series analysis
1,813
Hedging
1,564
Markov-Kette
1,512
Markov chain
1,511
Börsenkurs
1,441
Black-Scholes-Modell
1,434
Zinsstruktur
1,431
Yield curve
1,415
Share price
1,402
Black-Scholes model
1,377
Monte-Carlo-Simulation
1,295
Monte Carlo simulation
1,290
Statistische Verteilung
1,221
Statistical distribution
1,200
Prognoseverfahren
1,175
Forecasting model
1,152
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3
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23
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21
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Eisenberg, Julia
4
Vexler, Boris
2
Al Ghanim, Dalal
1
Baradel, Nicolas
1
Benedix, Olaf
1
Bichuch, Maxim
1
Blueschke, D.
1
Blueschke, Dmitri
1
Blueschke-Nikolaeva, V.
1
Brinker, Leonie Violetta
1
Camus, Herve
1
Cheng, Yi
1
Cheng, Yuyang
1
Dong, Feng
1
ElHafsi, Mohsen
1
Escobar, Marcos
1
Ewald, Christian
1
Fabrykowski, Lukas
1
Fang, Jianxin
1
Fontem, Belleh
1
Forsyth, Peter A.
1
Hernández, Camilo
1
Herzel, Stefano
1
Junca, Mauricio
1
Kröner, Axel
1
Krühner, Paul
1
Kunisch, Karl
1
Lauriere, Mathieu
1
Leal, Laura
1
Lehalle, Charles-Albert
1
Leykekhman, Dmitriy
1
Loeffen, Ronnie
1
Matsui, Tomoko
1
Meidner, Dominik
1
Moreno-Franco, Harold
1
Murakami, Daisuke
1
Myrvoll, Tor A.
1
Nicolosi, Marco
1
Nolan, Charles
1
Savin, I.
1
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Insurance / Mathematics & economics
5
Computational Optimization and Applications
3
Computational economics
2
Journal of economic dynamics & control
2
Operations research letters
2
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Computational Management Science : CMS
1
Environmental economics and policy studies : the official journal of the Society for Environmental Economics and Policy Studies ; the official journal of the East Asian Association of Environmental and Resource Economics
1
European journal of operational research : EJOR
1
Finance and stochastics
1
Finance research letters
1
Financial innovation : FIN
1
Insurance : mathematics and economics
1
Quantitative finance
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
1
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ECONIS (ZBW)
21
RePEc
3
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1
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
Saved in:
2
Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
Saved in:
3
Dividend optimisation : a behaviouristic approach
Brinker, Leonie Violetta
;
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
101
(
2021
)
2
,
pp. 202-224
Persistent link: https://www.econbiz.de/10012793924
Saved in:
4
Constrained maximum variance stopping for a finite horizon increasing random walk
Fontem, Belleh
- In:
Operations research letters
48
(
2020
)
4
,
pp. 493-499
Persistent link: https://www.econbiz.de/10012294803
Saved in:
5
The equivalence of two tax processes
Al Ghanim, Dalal
;
Loeffen, Ronnie
;
Watson, Alexander R.
- In:
Insurance / Mathematics & economics
90
(
2020
),
pp. 1-6
Persistent link: https://www.econbiz.de/10012169491
Saved in:
6
An evolutionary approach to passive learning in optimal control problems
Blueschke, D.
;
Savin, I.
;
Blueschke-Nikolaeva, V.
- In:
Computational economics
56
(
2020
)
3
,
pp. 659-673
Persistent link: https://www.econbiz.de/10012390419
Saved in:
7
Optimal control of a continuous-time W-configuration assemble-to-order system
ElHafsi, Mohsen
;
Fang, Jianxin
;
Camus, Herve
- In:
European journal of operational research : EJOR
267
(
2018
)
3
,
pp. 917-932
Persistent link: https://www.econbiz.de/10011812843
Saved in:
8
Optimal strategies with option compensation under mean reverting returns or volatilities
Herzel, Stefano
;
Nicolosi, Marco
- In:
Computational Management Science : CMS
16
(
2019
)
1/2
,
pp. 47-69
Persistent link: https://www.econbiz.de/10011993415
Saved in:
9
A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes
Hernández, Camilo
;
Junca, Mauricio
;
Moreno-Franco, Harold
- In:
Insurance / Mathematics & economics
79
(
2018
),
pp. 57-68
Persistent link: https://www.econbiz.de/10011825364
Saved in:
10
An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter A.
;
Vetzal, Kenneth R.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
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