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Ljungqvist, Lars; Sargent, Thomas J. - 2000

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Frey, Rüdiger - In: Finance and stochastics 4 (2000) 2, pp. 161-187

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Consumption-investment problems with transaction costs : survey and open problems

Cadenillas, Abel - In: Mathematical methods of operations research 51 (2000) 1, pp. 43-68

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A note on optimal stopping in models with delay

Gapeev, P. V. (contributor); Reiß, M. (contributor) - 2003 - [Elektronische Ressource]

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Random matching under dichotomous preferences

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On the tree-cutting problem under interest rate and timber value uncertainty

Alvarez, Luis H. R. (contributor); … - 2003 - [Elektronische Ressource]

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Does risk aversion accelerate optimal forest rotation under uncertainty?

Alvarez, Luis H. R.; Koskela, Erkki - 2004 - September 2004

We use a Wicksellian single rotation framework to analyze the impact of the intertemporally fluctuating and stochastic mean-reverting interest rate process on the optimal harvesting threshold and thereby the expected length of the rotation period, when forest value is also stochastic following...

Persistent link: https://www.econbiz.de/10002405814

Scatter search for locating a treatment plant and the necessary transfer centers in a reverse network

Ortega-Mier, Míguel; Hipólito, Joaquín Delgado; … - In: Metaheuristics in the service industry, (pp. 63-81). 2009

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The stochastic analysis of competitive unemployment insurance premiums

Blake, David; Beenstock, Michael - 1984

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The critical price for the American put in an exponential Lévy model

Lamberton, Damien; Mikou, Mohammed - In: Finance and stochastics 12 (2008) 4, pp. 561-581

Persistent link: https://www.econbiz.de/10003899272