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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"
~subject:"Dynamische Optimierung"
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Search: subject_exact:"Optimal control problem"
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Dynamische Optimierung
Control theory
42
Kontrolltheorie
42
Theorie
25
Theory
25
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
14
Portfolio-Management
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backward stochastic differential equation
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Hedging
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Black-Scholes model
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Black-Scholes-Modell
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Dynamic programming
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Optimal Control
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stochastic optimal control
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Martingal
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Martingale
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Camacho, Carmen
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Cornet, Alexandre
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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
Working paper
Operations research
7
European journal of operational research : EJOR
6
Insurance / Mathematics & economics
5
Finance and stochastics
4
Management science : journal of the Institute for Operations Research and the Management Sciences
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Journal of economic dynamics & control
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Mathematics of operations research
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CESifo Working Paper Series
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
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Economics / Discussion papers : the open-access, open-assessment e-journal
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INFORMS journal on applied analytics
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International journal of production economics
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International journal of theoretical and applied finance
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Journal of revenue and pricing management
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Journal of risk and financial management : JRFM
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Journal of scheduling
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Journal of the Operational Research Society : OR
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Manufacturing & service operations management : M & SOM
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Natural resource modeling : the official journal of the Resource Modeling Association
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OR spectrum : quantitative approaches in management
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Operations research letters
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Optimization and computation series
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SSRI working paper
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Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
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American journal of agricultural economics
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Beiträge zur Wirtschaftsforschung
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Soil pollution diffusion in a spatial agricultural economy
Camacho, Carmen
;
Cornet, Alexandre
-
2020
Persistent link: https://www.econbiz.de/10012268382
Saved in:
2
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
3
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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