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subject:"Portfolio-Management"
~person:"Federico, Salvatore"
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Portfolio-Management
Kontrolltheorie
22
Control theory
21
Stochastischer Prozess
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Mathematical programming
8
Mathematische Optimierung
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infinite dimensional optimal control problems
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differential games in continuous time and space
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environmental federalism
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irreversible investment
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Hamilton-Jacobi-Bellman equation
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Federico, Salvatore
Young, Virginia R.
7
Stein, Jerome L.
6
Björk, Tomas
5
Leung, Tim
5
Yan, Raphael
5
Di Giacinto, Marina
4
Ferrari, Giorgio
4
Forsyth, Peter A.
4
Gozzi, Fausto
4
Lehalle, Charles-Albert
4
Steffensen, Mogens
4
Bayraktar, Erhan
3
Bäuerle, Nicole
3
Davis, Mark H. A.
3
Evstigneev, Igor V.
3
Jaimungal, Sebastian
3
Kohlmann, Michael
3
Liang, Xiaoqing
3
Liang, Zhibin
3
Luo, Xiaolin
3
Murgoci, Agatha
3
Pelsser, Antoon André Jean
3
Runggaldier, Wolfgang J.
3
Sargent, Thomas J.
3
Schürger, Klaus
3
Shevchenko, Pavel V.
3
Taksar, Michael I.
3
Zou, Bin
3
Øksendal, Bernt K.
3
Angoshtari, Bahman
2
Bi, Junna
2
Bo, Lijun
2
Brachetta, M.
2
Brinker, Leonie Violetta
2
Cartea, Álvaro
2
Ceci, C.
2
Christensen, Bent Jesper
2
Dammann, Felix
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Dang, Duy Minh
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Finance and stochastics
3
European journal of operational research : EJOR
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
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ECONIS (ZBW)
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1
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
2
Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
Saved in:
3
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
4
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
Saved in:
5
A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
Saved in:
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