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~isPartOf:"Mathematics and financial economics"
~subject:"Stochastischer Prozess"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Stochastischer Prozess
Control theory
10
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4
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Aktar, Yalçin
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Mathematics and financial economics
Insurance / Mathematics & economics
31
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18
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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International journal of production economics
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Scandinavian actuarial journal
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Finance research letters
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Quantitative finance
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International journal of financial engineering
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OR spectrum : quantitative approaches in management
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Annals of finance
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International journal of production research
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American journal of agricultural economics
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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INFORMS journal on applied analytics
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LogForum : elektroniczne czasopismo naukowe z dziedziny logistyki
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1
A stochastic control approach to public debt management
Brachetta, Matteo
;
Ceci, Claudia
- In:
Mathematics and financial economics
16
(
2022
)
4
,
pp. 749-778
Persistent link: https://www.econbiz.de/10013438881
Saved in:
2
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:
3
Irreversible investment with fixed adjustment costs : a stochastic impulse control approach
Federico, Salvatore
;
Rosestolato, Mauro
;
Tacconi, Elisa
- In:
Mathematics and financial economics
13
(
2019
)
4
,
pp. 579-616
Persistent link: https://www.econbiz.de/10012055890
Saved in:
4
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:
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 remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities
Aktar, Yalçin
;
Taflin, Erik
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 489-509
Persistent link: https://www.econbiz.de/10010491879
Saved in:
8
Market frictions and corporate finance : an overview paper
Moreno-Bromberg, Santiago
;
Rochet, Jean-Charles
- In:
Mathematics and financial economics
8
(
2014
)
4
,
pp. 355-381
Persistent link: https://www.econbiz.de/10010490989
Saved in:
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