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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 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 risk-sharing with effort and project choice
Cadenillas, Abel; Cvitanić, Jakša; Zapatero, Fernando - In: Journal of economic theory 133 (2007) 1, pp. 403-440
Persistent link: https://www.econbiz.de/10003445723
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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
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Explicit solutions of consumption-investment problems in financial markets with regime switching
Sotomayor, Luz Rocío; Cadenillas, Abel - In: Mathematical finance : an international journal of … 19 (2009) 2, pp. 251-279
Persistent link: https://www.econbiz.de/10003827579
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A note on the effects of taxes on optimal investment
Buescu, Cristin; Cadenillas, Abel; Pliska, Stanley R. - In: Mathematical finance : an international journal of … 17 (2007) 4, pp. 477-485
Persistent link: https://www.econbiz.de/10003626580
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Entrepreneurial decisions on effort and project with a nonconcave objective function
Bensoussan, Alain; Cadenillas, Abel; Koo, Hyeng-keun - In: Mathematics of operations research 40 (2015) 4, pp. 902-914
Persistent link: https://www.econbiz.de/10011408979
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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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Optimal central bank intervention in the foreign exchange market
Cadenillas, Abel; Zapatero, Fernando - In: Journal of economic theory 87 (1999) 1, pp. 218-242
Persistent link: https://www.econbiz.de/10001403535
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Explicit formula for the optimal government debt ceiling
Cadenillas, Abel; Huamán Aguilar, Ricardo - In: Operations research confronting the crisis, (pp. 415-449). 2016
Persistent link: https://www.econbiz.de/10011589828