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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Control theory"
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Control theory
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90
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77
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19
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18
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18
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fundamental theorem of asset pricing
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Dai, Min
1
Evstigneev, Igor V.
1
Gombani, Andrea
1
Kwok, Yue-Kuen
1
Pemy, Moustapha
1
Runggaldier, Wolfgang J.
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Schürger, Klaus
1
Sulem, Agnès
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Taksar, Michael I.
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Yin, George
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Applied mathematical finance
1
Bonn Econ Discussion Papers / BGSE
1
European journal of operational research : EJOR
1
Journal of banking & finance
1
Macroeconomic dynamics
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1
Arbitrage-free multifactor term structure models : a theory based on stochastic control
Gombani, Andrea
;
Runggaldier, Wolfgang J.
- In:
Mathematical finance : an international journal of …
23
(
2013
)
4
,
pp. 659-686
Persistent link: https://www.econbiz.de/10010187681
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2
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:
3
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
4
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
5
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
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