//--> //--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Mathematics and financial economics"
~subject:"Option pricing theory"
~subject:"Portfolio selection"
~subject:"stochastic optimal control"
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
| 5 applied filters
Year of publication
From:
To:
Subject
All
Option pricing theory
Portfolio selection
stochastic optimal control
Control theory
34
Kontrolltheorie
34
Stochastic process
23
Stochastischer Prozess
23
Portfolio-Management
17
Theorie
15
Theory
15
Mathematical programming
7
Mathematische Optimierung
7
Optionspreistheorie
6
CAPM
5
Hamilton-Jacobi-Bellman equation
4
Viscosity solution
4
Dynamic programming
3
Dynamische Optimierung
3
Optimal stochastic control
3
Transaction costs
3
Transaktionskosten
3
Betriebliche Liquidität
2
Corporate liquidity
2
Dividend
2
Dividende
2
Experiment
2
HJB equation
2
Incomplete market
2
Investition
2
Investment
2
Irreversible investment
2
Liquidity
2
Liquidität
2
Martingal
2
Martingale
2
Risiko
2
Risikomaß
2
Risk
2
Risk measure
2
Search theory
2
more ...
less ...
Online availability
All
Undetermined
7
Type of publication
All
Article
23
Type of publication (narrower categories)
All
Article in journal
23
Aufsatz in Zeitschrift
23
Language
All
English
23
Author
All
Bender, Christian
2
Dokučaev, Nikolaj G.
2
Lehalle, Charles-Albert
2
Muthuraman, Kumar
2
Runggaldier, Wolfgang J.
2
Aktar, Yalçin
1
Backhoff-Veraguas, Julio
1
Björk, Tomas
1
Cardaliaguet, Pierre
1
Chevalier, Etienne
1
De Angelis, Tiziano
1
Evstigneev, Igor V.
1
Federico, Salvatore
1
Ferrari, Giorgio
1
Frei, Christoph
1
Frey, Rüdiger
1
Gassiat, Paul
1
Gaïgi, M’hamed
1
Gombani, Andrea
1
Gozzi, Fausto
1
Guéant, Olivier
1
Korn, Ralf
1
Kumar, Sunil
1
Li, Duan
1
Liang, Jianfeng
1
Ly Vath, Vathana
1
Martyr, Randall
1
Moriarty, John
1
Murgoci, Agatha
1
Pemy, Moustapha
1
Pham, Huyên
1
Pirvu, Traian A.
1
Samperi, Dominick
1
Schürger, Klaus
1
Seydel, Roland C.
1
Taflin, Erik
1
Taksar, Michael I.
1
Tangpi, Ludovic
1
Tankov, Peter
1
Westray, Nicholas
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Mathematics and financial economics
Insurance / Mathematics & economics
24
Finance and stochastics
13
International journal of theoretical and applied finance
13
Risks : open access journal
11
European journal of operational research : EJOR
9
Journal of mathematical finance
9
Applied mathematical finance
8
Quantitative finance
8
Mathematical methods of operations research
7
Scandinavian actuarial journal
7
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
7
CESifo working papers
6
CoFE discussion papers
5
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
5
Journal of economic dynamics & control
5
Journal of risk and financial management : JRFM
5
Mathematics of operations research
5
Finance research letters
4
International journal of financial engineering
4
Operations research
4
Asia-Pacific financial markets
3
Annals of finance
2
CARF working paper
2
CIRJE discussion papers / F series
2
Computational economics
2
Institute of Mathematical Economics Working Paper
2
Journal of banking & finance
2
Journal of risk
2
Manufacturing & service operations management : M & SOM
2
Market microstructure and liquidity
2
OR spectrum : quantitative approaches in management
2
Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Advanced mathematical methods for finance
1
Algorithmic finance
1
Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
1
Applied financial economics
1
Australian economic papers
1
more ...
less ...
Source
All
ECONIS (ZBW)
23
Showing
1
-
10
of
23
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
On the dynamic representation of some time-inconsistent risk measures in a Brownian filtration
Backhoff-Veraguas, Julio
;
Tangpi, Ludovic
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 433-460
Persistent link: https://www.econbiz.de/10012240302
Saved in:
2
Mean field game of controls and an application to trade crowding
Cardaliaguet, Pierre
;
Lehalle, Charles-Albert
- In:
Mathematics and financial economics
12
(
2018
)
3
,
pp. 335-363
Persistent link: https://www.econbiz.de/10011963860
Saved in:
3
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
Saved in:
4
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:
5
Liquidity risk and optimal dividend/investment strategies
Chevalier, Etienne
;
Gaïgi, M’hamed
;
Ly Vath, Vathana
- In:
Mathematics and financial economics
11
(
2017
)
1
,
pp. 111-135
Persistent link: https://www.econbiz.de/10011900519
Saved in:
6
Optimal entry to an irreversible investment plan with non convex costs
De Angelis, Tiziano
;
Ferrari, Giorgio
;
Martyr, Randall
; …
- In:
Mathematics and financial economics
11
(
2017
)
4
,
pp. 423-454
Persistent link: https://www.econbiz.de/10011900577
Saved in:
7
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
Saved in:
8
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
Saved in:
9
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
Saved in:
10
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:
1
2
3
Next
Last
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->