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Search: subject_exact:"Dynamische Optimierung"
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Journal of economic dynamics & control
Working paper / National Bureau of Economic Research, Inc.
European journal of operational research : EJOR
261
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92
Computers & operations research : and their applications to problems of world concern ; an international journal
88
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ECONIS (ZBW)
93
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1
Numerical solution of dynamic quantile models
Castro, Luciano I. de
;
Galvão Júnior, Antônio Fialho
; …
- In:
Journal of economic dynamics & control
148
(
2023
),
pp. 1-22
Persistent link: https://www.econbiz.de/10014240037
Saved in:
2
Consumption and investment demand when health evolves stochastically
Bolin, Christian
;
Caputo, Michael R.
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-13
Persistent link: https://www.econbiz.de/10012502555
Saved in:
3
A hardware approach to value function iteration
Peri, Alessandro
- In:
Journal of economic dynamics & control
114
(
2020
),
pp. 1-18
Persistent link: https://www.econbiz.de/10012502574
Saved in:
4
Optimal timing of decisions : a general theory based on continuation values
Ma, Qingyin
;
Stachurski, John
- In:
Journal of economic dynamics & control
101
(
2019
),
pp. 62-81
Persistent link: https://www.econbiz.de/10012131026
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5
Portfolio selection with inflation-linked bonds and indexation lags
Li, Kai
- In:
Journal of economic dynamics & control
107
(
2019
),
pp. 1-17
Persistent link: https://www.econbiz.de/10012312637
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6
Optimal order execution using hidden orders
Chen, Yuanyuan
;
Gao, Xuefeng
;
Li, Duan
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 89-116
Persistent link: https://www.econbiz.de/10012004233
Saved in:
7
Optimal portfolio allocation with volatility and co-jump risk that Markowitz would like
Oliva, Immacolata
;
Renò, Roberto
- In:
Journal of economic dynamics & control
94
(
2018
),
pp. 242-256
Persistent link: https://www.econbiz.de/10012004394
Saved in:
8
Evaluation of counterparty risk for derivatives with early-exercise features
Breton, Michèle
;
Marzouk, Oussama
- In:
Journal of economic dynamics & control
88
(
2018
),
pp. 1-20
Persistent link: https://www.econbiz.de/10011973914
Saved in:
9
A general endogenous grid method for multi-dimensional models with non-convexities and constraints
Druedahl, Jeppe
;
Jørgensen, Thomas H.
- In:
Journal of economic dynamics & control
74
(
2017
),
pp. 87-107
Persistent link: https://www.econbiz.de/10011740487
Saved in:
10
Behavioral macroeconomics via sparse dynamic programming
Gabaix, Xavier
-
2016
Persistent link: https://www.econbiz.de/10011431045
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