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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~isPartOf:"Working paper"
~subject:"Securities trading"
~subject:"Soil Pollution"
~subject:"Unvollkommener Markt"
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Search: subject_exact:"Optimal control problem"
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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ECONIS (ZBW)
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Pollution diffusion, limited production factors, non-monotonic growth and the emergence of spatially heterogeneous steady states
Camacho, Carmen
;
Cornet, Alexandre
;
Ruan, Weihua
-
2024
Persistent link: https://www.econbiz.de/10014532371
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2
Soil pollution diffusion in a spatial agricultural economy
Camacho, Carmen
;
Cornet, Alexandre
-
2020
Persistent link: https://www.econbiz.de/10012268382
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3
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:
4
Liquidation in limit order books with controlled intensity
Bayraktar, Erhan
;
Ludkovski, Michael
- In:
Mathematical finance : an international journal of …
24
(
2014
)
4
,
pp. 627-650
Persistent link: https://www.econbiz.de/10011308178
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5
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
6
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
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