Financing policies via stochastic control: a dynamic programming approach
| Year of publication: |
2012
|
|---|---|
| Authors: | Cerqueti, Roy |
| Published in: |
Journal of Global Optimization. - Springer. - Vol. 53.2012, 3, p. 539-561
|
| Publisher: |
Springer |
| Subject: | Stochastic optimal control | Dynamic programming | Hamilton Jacobi Bellman equation | Viscosity solutions | Company external financing |
-
Dynamic pairs trading using the stochastic control approach
Tourin, Agnès, (2013)
-
Optimal market making under partial information with general intensities
Campi, Luciano, (2020)
-
General intensity shapes in optimal liquidation
Guéant, Olivier, (2015)
- More ...
-
Change in persistence tests for panels: An update and some new results
Cerqueti, Roy, (2008)
-
Change in persistence tests for panels
Cerqueti, Roy, (2007)
-
Cerqueti, Roy, (2006)
- More ...