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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
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~isPartOf:"Working papers series / Federal Reserve Bank of San Francisco"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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11
Model uncertainty, robust policies, and the value of commitment
Kasa, Kenneth
(
contributor
)
-
1998
-
[Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001576291
Saved in:
12
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
13
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel
;
Choulli, Tahir
;
Taskar, Michael
; …
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
Saved in:
14
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
15
Calibrating a diffusion pricing model with uncertain volatility: regularization and stability
Samperi, Dominick
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001686213
Saved in:
16
Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10002177370
Saved in:
17
Risk-sensitive control and an optimal investment model
Fleming, Wendell Helms
;
Sheu, S. J.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10002177557
Saved in:
18
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
19
A stochastic control approach to risk management under restricted information
Runggaldier, Wolfgang J.
;
Zaccaria Ruggiu, Annapaola
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 277-288
Persistent link: https://www.econbiz.de/10002177738
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