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Consumption-investment problems with transaction costs : survey and open problems
Cadenillas, Abel - In: Mathematical methods of operations research 51 (2000) 1, pp. 43-68
Persistent link: https://www.econbiz.de/10001488326
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Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Cadenillas, Abel; Zapatero, Fernando - In: Mathematical finance : an international journal of … 10 (2000) 2, pp. 141-156
Persistent link: https://www.econbiz.de/10002177370
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Classical and singular stochastic control for the optimal dividend policy when there is regime switching
Sotomayor, Luz R.; Cadenillas, Abel - In: Insurance / Mathematics & economics 48 (2011) 3, pp. 344-354
Persistent link: https://www.econbiz.de/10008989297
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Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel; Choulli, Tahir; Taskar, Michael; … - In: Mathematical finance : an international journal of … 16 (2006) 1, pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
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Optimal dividend policy with mean-reverting cash reservoir
Cadenillas, Abel; Sarkar, Sudipto; Zapatero, Fernando - In: Mathematical finance : an international journal of … 17 (2007) 1, pp. 81-109
Persistent link: https://www.econbiz.de/10003543111