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Investment strategies and compensation of mean-variance optimizing fund manager
Aivaliotis, Georgios
;
Palczewski, Jan
- In:
European journal of operational research : EJOR
234
(
2014
)
2
,
pp. 561-570
Persistent link: https://www.econbiz.de/10010358401
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Statistical learning for probability-constrained stochastic optimal control
Balata, Alessandro
;
Ludkovski, Michael
;
Maheshwari, Aditya
- In:
European journal of operational research : EJOR
290
(
2021
)
2
,
pp. 640-656
Persistent link: https://www.econbiz.de/10012495210
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3
Bayesian calibration and number of jump components in electricity spot price models
Gonzalez, Jhonny
;
Moriarty, John
;
Palczewski, Jan
- In:
Energy economics
65
(
2017
),
pp. 375-388
Persistent link: https://www.econbiz.de/10011803998
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4
The American put with finite-time maturity and stochastic interest rate
Cai, Cheng
;
De Angelis, Tiziano
;
Palczewski, Jan
- In:
Mathematical finance : an international journal of …
32
(
2022
)
4
,
pp. 1170-1213
Persistent link: https://www.econbiz.de/10013463400
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5
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
- In:
Journal of macroeconomics
27
(
2005
)
2
,
pp. 275-288
Persistent link: https://www.econbiz.de/10002935984
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6
Bounds on sample paths of stochastic nonlinear systems : a Lyapunov function approach
Schenk-Hoppé, Klaus Reiner
-
1998
Persistent link: https://www.econbiz.de/10001352176
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7
Poverty traps and business cycles in a stochastic overlapping generations economy with S-shaped law of motion
Schenk-Hoppé, Klaus Reiner
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001705850
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8
The von Neumann-Gale growth model and its stochastic generalization
Evstigneev, Igor V.
;
Schenk-Hoppé, Klaus Reiner
-
2006
Persistent link: https://www.econbiz.de/10003372674
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9
Stochastic volatility : risk minimization and model risk
Ewald, Christian-Oliver
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003549908
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10
Closed-form solutions for European and digital calls in the Hull and White stochastic volatility model and their relation to locally R-minimizing and Delta hedges
Ewald, Christian-Oliver
(
contributor
); …
-
2007
Persistent link: https://www.econbiz.de/10003549952
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