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Duality Theory for Some Stochastic Control Models
Pliska, Stanley R. - 1982
Persistent link: https://www.econbiz.de/10012235346
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A Stochastic Calculus Model of Continuous Trading: Optimal Portfolios
Pliska, Stanley R. - 1984
Persistent link: https://www.econbiz.de/10012235423
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The Shadow Price of Information in Continuous Time Decision Problems
Back, Kerry; Pliska, Stanley R. - 1986
Persistent link: https://www.econbiz.de/10012235505
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Discrete Versus Continuous Trading in Securities Markets with Net Worth Constraints
Back, Kerry; Pliska, Stanley R. - 1986
Persistent link: https://www.econbiz.de/10012235515
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Optimal life insurance purchase and consumption/investment under uncertain lifetime
Pliska, Stanley R.; Ye, Jinchun - In: Journal of banking & finance 31 (2007) 5, pp. 1307-1319
Persistent link: https://www.econbiz.de/10003461160
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A three-factor valuation model for mortgage-backed securities (MBS)
Kariya, Takeaki; Ushiyama, Fumiaki; Pliska, Stanley R. - In: Managerial finance 37 (2011) 11, pp. 1068-1087
Persistent link: https://www.econbiz.de/10009388879
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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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Optimal investment decisions for a portfolio with a rolling horizon bond and a discount bond
Bielecki, Tomasz R.; Pliska, Stanley R.; Yong, Jiongmin - In: International journal of theoretical and applied finance 8 (2005) 7, pp. 871-914
Persistent link: https://www.econbiz.de/10003206520
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Optimal control of single-server queuing networks and multi-class M/G/1 queues with feedback
Tcha, Dong-wan; Pliska, Stanley R. - In: Operations research 25 (1977) 2, pp. 248-258
Persistent link: https://www.econbiz.de/10002898944
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Risk-sensitive portfolio optimization with transaction costs
Bielecki, Tomasz R.; Chancelier, Jean-Philippe; Pliska, … - In: The journal of computational finance 8 (2004) 1, pp. 39-63
Persistent link: https://www.econbiz.de/10002390572