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Optimal selling of an asset with jumps under incomplete information

Lu, Bing - In: Applied mathematical finance 20 (2013) 5/6, pp. 599-610

Persistent link: https://www.econbiz.de/10010235555

Optimal retirement strategy with a negative wealth constraint

Park, Seyoung; Jang, Bong-gyu - In: Operations research letters 42 (2014) 3, pp. 208-212

Persistent link: https://www.econbiz.de/10010383190

Optimal mean-variance selling strategies

Pedersen, J. L.; Peskir, Goran - In: Mathematics and financial economics 10 (2016) 2, pp. 203-220

Persistent link: https://www.econbiz.de/10011485912

Application of a search model to appropriate designing of reference rates : actual transactions and expert judgment

Kobayashi, Shun - 2012

Persistent link: https://www.econbiz.de/10009683439

Currency portfolios and currency exchange in a search economy

Craig, Ben R.; Waller, Christopher - 2001

We develop a dual currency search model to study equilibrium currency exchange and the determination of nominal exchange rates. Agents hold portfolios consisting of two distinct currencies. We study equilibria in which the two currencies are identical and equilibria in which the two currencies...