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~isPartOf:"Quantitative finance"
~subject:"Entscheidung unter Unsicherheit"
~subject:"Game theory"
~subject:"Stochastic process"
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Entscheidung unter Unsicherheit
Game theory
Stochastic process
Control theory
8
Kontrolltheorie
8
Portfolio selection
5
Portfolio-Management
5
Stochastischer Prozess
5
Option pricing theory
3
Optionspreistheorie
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2
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Optimal control
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Dynamic programming
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Dynamische Optimierung
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Electronic trading
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Elektronisches Handelssystem
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Ergodic control
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Baldacci, Bastien
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Lauriere, Mathieu
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Leal, Laura
1
Lehalle, Charles-Albert
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Quantitative finance
Insurance / Mathematics & economics
33
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
23
Mathematics of operations research
20
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Mathematical methods of operations research
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Dynamic games and applications : DGA
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Finance and stochastics
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Risks : open access journal
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Journal of economic dynamics & control
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Scandinavian actuarial journal
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International journal of production economics
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Finance research letters
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International game theory review
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Journal of risk and financial management : JRFM
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Management science : journal of the Institute for Operations Research and the Management Sciences
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CESifo Working Paper Series
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Institute of Mathematical Economics Working Paper
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International journal of financial engineering
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Kiel working paper
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OR spectrum : quantitative approaches in management
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Annals of finance
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Games
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International journal of production research
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LIDAM discussion paper IRES
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SFB 649 discussion paper
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Advanced mathematical methods for finance
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American journal of agricultural economics
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Learning a functional control for high-frequency finance
Leal, Laura
;
Lauriere, Mathieu
;
Lehalle, Charles-Albert
- In:
Quantitative finance
22
(
2022
)
11
,
pp. 1973-1987
Persistent link: https://www.econbiz.de/10013490928
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2
Stable dividends under linear-quadratic optimisation
Avanzi, B.
;
Falden, Debbie Kusch
;
Steffensen, Mogens
- In:
Quantitative finance
23
(
2023
)
9
,
pp. 1199-1215
Persistent link: https://www.econbiz.de/10014339901
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3
Robust control in a rough environment
Han, Bingyan
;
Wong, Hoi Ying
- In:
Quantitative finance
22
(
2022
)
3
,
pp. 481-500
Persistent link: https://www.econbiz.de/10013167772
Saved in:
4
Algorithmic market making for options
Baldacci, Bastien
;
Bergault, Philippe
;
Guéant, Olivier
- In:
Quantitative finance
21
(
2021
)
1
,
pp. 85-97
Persistent link: https://www.econbiz.de/10012424635
Saved in:
5
Optimal investment strategies for general utilities under dynamic elasticity of variance models
Li, Wenyuan
;
Ma, Jingtang
- In:
Quantitative finance
18
(
2018
)
8
,
pp. 1379-1388
Persistent link: https://www.econbiz.de/10011911546
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