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Adjustment costs and long run spatial agglomerations

Brock, William A.; Xepapadeas, Anastasios; … - 2013

We introduce knowledge spillovers as an externality in the production function of competitive firms operating in a finite spatial domain under adjustment costs. Spillovers are spatial as productive knowledge flows more easily among firms located nearby. When knowledge spillovers are not...

Persistent link: https://www.econbiz.de/10010189438

A time of ruin constrained optimal dividend problem for spectrally one-sided Lévy processes

Hernández, Camilo; Junca, Mauricio; Moreno-Franco, Harold - In: Insurance / Mathematics & economics 79 (2018), pp. 57-68

Persistent link: https://www.econbiz.de/10011825364

Liquidation of an indivisible asset with independent investment

Fabre, Emilie; Royer, Guillaume; Touzi, Nizar - In: Mathematical finance : an international journal of … 28 (2018) 1, pp. 153-176

Persistent link: https://www.econbiz.de/10011969160

Two optimization problems of a continuous-in-time financial model

Frénod, Emmanuel; Ménard, Pierre; Safa, Mohamad - In: Journal of mathematical finance 8 (2018) 1, pp. 27-42

Persistent link: https://www.econbiz.de/10011846105

Optimal investment and consumption with default risk : HARA utility

Bo, Lijun; Li, Xindan; Wang, Yongjin; Yang, Xuewei - In: Asia-Pacific financial markets 20 (2013) 3, pp. 261-281

Persistent link: https://www.econbiz.de/10010188303

An optimal stochastic control framework for determining the cost of hedging of variable annuities

Forsyth, Peter A.; Vetzal, Kenneth R. - In: Journal of economic dynamics & control 44 (2014), pp. 29-53

Persistent link: https://www.econbiz.de/10010470085

A class of portfolio optimization solvable problems

Cheng, Yuyang; Escobar, Marcos - In: Finance research letters 52 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472208

Some optimisation problems in insurance with a terminal distribution constraint

Colaneri, Katia; Eisenberg, Julia; Salterini, Benedetta - In: Scandinavian actuarial journal 2023 (2023) 7, pp. 655-678

Persistent link: https://www.econbiz.de/10014383890

Dividend optimisation : a behaviouristic approach

Brinker, Leonie Violetta; Eisenberg, Julia - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 202-224

Persistent link: https://www.econbiz.de/10012793924

Quantification of risk in classical models of finance

Pichler, Alois; Schlotter, Ruben - In: Quantitative finance 22 (2022) 1, pp. 31-45

Persistent link: https://www.econbiz.de/10012872493

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