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~isPartOf:"Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz"
~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~language:"eng"
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Search: subject_exact:"Optimal control problem"
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Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Mathematical finance : an international journal of mathematics, statistics and financial theory
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Pollution diffusion, limited production factors, non-monotonic growth and the emergence of spatially heterogeneous steady states
Camacho, Carmen
;
Cornet, Alexandre
;
Ruan, Weihua
-
2024
Persistent link: https://www.econbiz.de/10014532371
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2
Optimal coalition splitting with heterogenous strategies
Boucekkine, Raouf
;
Camacho, Carmen
;
Ruan, Weihua
;
Zou, …
-
2022
Persistent link: https://www.econbiz.de/10013407519
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3
Soil pollution diffusion in a spatial agricultural economy
Camacho, Carmen
;
Cornet, Alexandre
-
2020
Persistent link: https://www.econbiz.de/10012268382
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4
Optimal switching from competition to cooperation : a preliminary exploration
Boucekkine, Raouf
;
Camacho, Carmen
;
Zou, Benteng
-
2020
Persistent link: https://www.econbiz.de/10012244550
Saved in:
5
Optimal prevention and eradication of epidemics
Albis, Hippolyte d’
;
Augeraud-Véron, Emmanuelle
-
2020
Persistent link: https://www.econbiz.de/10012244582
Saved in:
6
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
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7
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
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8
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
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9
Optimal execution of a VWAP order : a stochastic control approach
Frei, Christoph
;
Westray, Nicholas
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 612-639
Persistent link: https://www.econbiz.de/10011350559
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10
General intensity shapes in optimal liquidation
Guéant, Olivier
;
Lehalle, Charles-Albert
- In:
Mathematical finance : an international journal of …
25
(
2015
)
3
,
pp. 457-495
Persistent link: https://www.econbiz.de/10011350585
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