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Optimal Control of Some Markov...
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81
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-34
Persistent link: https://www.econbiz.de/10008217592
Saved in:
82
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-166
Persistent link: https://www.econbiz.de/10008218079
Saved in:
83
Optimal Portfolio Management With Fixed Transaction Costs
Morton, Andrew J.
;
Pliska, Stanley R.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10008223456
Saved in:
84
Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1145-1178
Persistent link: https://www.econbiz.de/10006777459
Saved in:
85
Optimal life insurance purchase and consumption-investment under uncertain lifetime
Pliska, Stanley R.
;
Ye, Jinchun
- In:
Journal of banking & finance
31
(
2007
)
5
,
pp. 1307-1320
Persistent link: https://www.econbiz.de/10007724986
Saved in:
86
A three-factor valuation model for mortgage-backed securities (MBS)
Kariya, Takeaki
;
Ushiyama, Fumiaki
;
Pliska, Stanley R.
- In:
Managerial finance
37
(
2011
)
11
,
pp. 1068-1088
Persistent link: https://www.econbiz.de/10009330247
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87
Option pricing for co-integrated assets
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Advances in finance and stochastics : essays in honour …
,
(pp. 85-99)
.
2002
Persistent link: https://www.econbiz.de/10001672222
Saved in:
88
The effects of regulations on trading activity and return volatility in futures markets
Pliska, Stanley R.
- In:
The journal of futures markets
11
(
1991
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001102729
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89
Option valuation with co.integrated asset prices
Duan, Jin-Chuan
;
Pliska, Stanley R.
- In:
Journal of economic dynamics & control
28
(
2004
)
4
,
pp. 727-754
Persistent link: https://www.econbiz.de/10001854468
Saved in:
90
Controlled storage processes
Morais, Paul Renato de
;
Pliska, Stanley R.
- In:
Applied stochastic control in econometrics and …
,
(pp. 181-202)
.
1980
Persistent link: https://www.econbiz.de/10002510705
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