//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~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:"Mathematical analysis"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject_exact:"Optimal control problem"
Narrow search
Delete all filters
| 4 applied filters
Year of publication
From:
To:
Subject
All
Mathematical analysis
Control theory
42
Kontrolltheorie
42
Theorie
25
Theory
25
Stochastic process
21
Stochastischer Prozess
21
Portfolio selection
14
Portfolio-Management
14
Option pricing theory
8
Optionspreistheorie
8
backward stochastic differential equation
6
CAPM
5
Hedging
4
Analysis
3
Black-Scholes model
3
Black-Scholes-Modell
3
Dynamic programming
3
Dynamische Optimierung
3
Mathematical programming
3
Mathematische Optimierung
3
Optimal Control
3
Search theory
3
Suchtheorie
3
Transaction costs
3
Transaktionskosten
3
stochastic optimal control
3
Estimation
2
Experiment
2
Game theory
2
Geldpolitik
2
Hamilton-Jacobi-Bellman equation
2
Incomplete market
2
Infectious disease
2
Infektionskrankheit
2
Martingal
2
Martingale
2
Monetary policy
2
Pollution
2
Risiko
2
more ...
less ...
Online availability
All
Free
1
Type of publication
All
Book / Working Paper
3
Type of publication (narrower categories)
All
Arbeitspapier
3
Graue Literatur
3
Non-commercial literature
3
Working Paper
3
Language
All
English
3
Author
All
Kohlmann, Michael
3
Zhou, Xun Yu
1
Published in...
All
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
Mathematical finance : an international journal of mathematics, statistics and financial theory
Working paper
CoFE discussion papers
3
Dynamic games and applications : DGA
3
International journal of theoretical and applied finance
3
Mathematics of operations research
3
Advanced mathematical methods for finance
2
Applied mathematical finance
1
CARF working paper
1
CIRJE discussion papers / F series
1
Computational Management Science : CMS
1
Computational economics
1
Computational optimization and applications : an international journal
1
Dresden discussion paper series in economics
1
Finance and stochastics
1
Games
1
Insurance / Mathematics & economics
1
International journal of technology management : IJTM
1
Journal of economic dynamics & control
1
Journal of mathematical finance
1
Journal of risk and financial management : JRFM
1
Lecture Notes in Economics and Mathematical Systems
1
Lecture notes in economics and mathematical systems : LNEMS
1
Mathematical control theory and finance
1
Mathematical methods of operations research
1
Operations research
1
Probability theory and related fields
1
Risks : open access journal
1
SFB 649 discussion paper
1
The journal of applied business research
1
Umeå economic studies
1
more ...
less ...
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Neyman-Pearson hedging and dynamic measures of risk
Kohlmann, Michael
-
2000
Persistent link: https://www.econbiz.de/10001475180
Saved in:
2
Backward stochastic differential equations and stochastic controls : a new perspective
Kohlmann, Michael
;
Zhou, Xun Yu
-
1999
Persistent link: https://www.econbiz.de/10001381857
Saved in:
3
(Reflected) backward stochastic differential equations and contingent claims
Kohlmann, Michael
-
1999
Persistent link: https://www.econbiz.de/10001387121
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->