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~subject:"Optimal control"
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Optimal control
Stochastischer Prozess
19,605
Stochastic process
19,158
Optionspreistheorie
15,658
Option pricing theory
15,198
Theorie
13,676
Theory
13,350
Volatilität
6,465
Volatility
6,358
Optionsgeschäft
4,099
Option trading
4,081
Derivat
3,072
Derivative
3,066
Portfolio-Management
2,835
Mathematische Optimierung
2,828
Portfolio selection
2,815
Mathematical programming
2,813
Schätzung
2,285
Estimation
2,234
Risiko
1,975
Schätztheorie
1,973
Risk
1,962
Estimation theory
1,949
Zeitreihenanalyse
1,886
CAPM
1,864
Time series analysis
1,836
Hedging
1,577
Markov-Kette
1,532
Markov chain
1,531
Börsenkurs
1,464
Black-Scholes-Modell
1,446
Zinsstruktur
1,436
Share price
1,425
Yield curve
1,420
Black-Scholes model
1,389
Monte-Carlo-Simulation
1,309
Monte Carlo simulation
1,304
Statistische Verteilung
1,233
Statistical distribution
1,212
Prognoseverfahren
1,194
Forecasting model
1,171
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Undetermined
19
Free
3
CC license
2
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Article
23
Book / Working Paper
1
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20
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20
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1
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1
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1
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1
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1
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1
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English
21
Undetermined
3
Author
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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
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
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:
2
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:
3
Optimal control under uncertainty : application to the issue of CAT bonds
Baradel, Nicolas
- In:
Insurance : mathematics and economics
117
(
2024
),
pp. 16-44
Persistent link: https://www.econbiz.de/10015066883
Saved in:
4
An optimal stochastic control framework for determining the cost of hedging of variable annuities
Forsyth, Peter
;
Vetzal, Kenneth R.
- In:
Journal of economic dynamics & control
44
(
2014
),
pp. 29-53
Persistent link: https://www.econbiz.de/10010470085
Saved in:
5
Optimal dividends under a stochastic interest rate
Eisenberg, Julia
- In:
Insurance / Mathematics & economics
65
(
2015
),
pp. 259-266
Persistent link: https://www.econbiz.de/10011428670
Saved in:
6
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:
7
Lifetime ruin under ambiguous hazard rate
Young, Virginia R.
;
Zhang, Yuchong
- In:
Insurance / Mathematics & economics
70
(
2016
),
pp. 125-134
Persistent link: https://www.econbiz.de/10011597201
Saved in:
8
Lost in translation : explicitly solving nonlinear stochastic optimal control problems using the median objective value
Savin, Ivan
;
Blueschke, Dmitri
- In:
Computational economics
48
(
2016
)
2
,
pp. 317-338
Persistent link: https://www.econbiz.de/10011646783
Saved in:
9
A note on the optimal dividends paid in a foreign currency
Eisenberg, Julia
;
Krühner, Paul
- In:
Annals of actuarial science : publ. by the Institute of …
11
(
2017
)
1
,
pp. 67-73
Persistent link: https://www.econbiz.de/10011730243
Saved in:
10
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
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