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Stochastic equilibria on graphs ; 1

Evstigneev, Igor V. - 1992

Persistent link: https://www.econbiz.de/10000854781

Stochastic equilibria on graphs ; 2

Evstigneev, Igor V. - 1993

Persistent link: https://www.econbiz.de/10000854782

Dynamic interaction models of economic equilibrium

Evstigneev, Igor V.; Taksar, Michael I. - In: Journal of economic dynamics & control 33 (2009) 1, pp. 166-182

Persistent link: https://www.econbiz.de/10003810181

Optimal non-proportional reinsurance control and stochastic differential games

Taksar, Michael I.; Zeng, Xudong - In: Insurance / Mathematics & economics 48 (2011) 1, pp. 64-71

Persistent link: https://www.econbiz.de/10008839763

Optimal non-proportional reinsurance control

Hipp, Christian; Taksar, Michael I. - In: Insurance / Mathematics & economics 47 (2010) 2, pp. 246-254

Persistent link: https://www.econbiz.de/10008654238

Capital growth under transaction costs : an analysis based on the von Neumann-Gale model

Bahsoun, Wael; Evstigneev, Igor V.; Taksar, Michael I. - 2008

In the recent work of Dempster, Evstigneev and Taksar (2006) it has been shown that the von Neumann-Gale model of economic dynamics can serve as a convenient and natural framework for the analysis of questions of asset pricing and hedging under transaction costs. The present article focuses on a...