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Nonconvexities in stochastic control models : an analysis
Amman, Hans M., (1992)
Stochastic models of control and economic dynamics
Arkin, Vadim I., (1987)
A stochastic principle with hard terminal conditions
Seierstad, Atle, (1991)
Interest-rate management
Zagst, Rudi, (2002)
Effiziente Value-at-Risk-Berechnung für Rentenportfolios
Zagst, Rudi, (1997)
Mehrstufige Konsum- und Investment-Planung
Zagst, Rudi, (2012)