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Martingales and Stochastic Int...
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Pliska, Stanley R.
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8
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7
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61
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
Saved in:
62
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
Saved in:
63
Continuous-time-mean-variance portfolio selection with bankruptcy prohibition
Bielecki, Tomasz R.
;
Jin, Hanqing
;
Pliska, Stanley R.
; …
- In:
Mathematical finance : an international journal of …
15
(
2005
)
2
,
pp. 213-244
Persistent link: https://www.econbiz.de/10002725425
Saved in:
64
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:
65
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
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66
Mathematical finance - Bachelier Congress, 2000 : selected papers from the first World Congress of the Bachelier Finance Society, Paris, June 29 - July 1, 2000
Geman, Hélyette
(
contributor
);
Madan, Dilip B.
(
contributor
)
-
2002
Persistent link: https://www.econbiz.de/10001597059
Saved in:
67
Optimal consumption and exploration of nonrenewable resources under uncertainty
Deshmukh, Sudhakar D.
;
Pliska, Stanley R.
- In:
Econometrica : journal of the Econometric Society, an …
48
(
1980
)
1
,
pp. 177-200
Persistent link: https://www.econbiz.de/10002068109
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68
Optimal consumption of a nonrenewable resource with stochastic discoveries and a random environment
Deshmukh, Sudhakar D.
;
Pliska, Stanley R.
- In:
The review of economic studies
50
(
1983
)
162
,
pp. 543-554
Persistent link: https://www.econbiz.de/10002068122
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69
A martingale characterization of the price of a nonrenewable resource with decisions involving uncertainty
Desmukh, Sudhakar D.
;
Pliska, Stanley R.
- In:
Journal of economic theory
35
(
1985
)
2
,
pp. 322-342
Persistent link: https://www.econbiz.de/10002069693
Saved in:
70
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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