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~person:"Di Giacinto, Marina"
~person:"Kasa, Kenneth"
~type_genre:"Article in journal"
~type_genre:"Sammlung"
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Di Giacinto, Marina
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ECONIS (ZBW)
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1
Optimal execution with dynamic risk adjustment
Cheng, Xue
;
Di Giacinto, Marina
;
Wang, Tai-Ho
- In:
Journal of the Operational Research Society
70
(
2019
)
10
,
pp. 1662-1677
Persistent link: https://www.econbiz.de/10012214354
Saved in:
2
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
3
An escape time interpretation of robust control
Cho, In-Koo
;
Kasa, Kenneth
- In:
Journal of economic dynamics & control
42
(
2014
),
pp. 1-12
Persistent link: https://www.econbiz.de/10010426626
Saved in:
4
Income drawdown option with minimum guarantee
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
; …
- In:
European journal of operational research : EJOR
234
(
2014
)
3
,
pp. 610-624
Persistent link: https://www.econbiz.de/10010360497
Saved in:
5
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
Saved in:
6
Robustness and information processing
Kasa, Kenneth
- In:
Review of economic dynamics
9
(
2006
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10003274650
Saved in:
7
Model uncertainty, robust policies, and the value of commitment
Kasa, Kenneth
- In:
Macroeconomic dynamics
6
(
2002
)
1
,
pp. 145-166
Persistent link: https://www.econbiz.de/10001659477
Saved in:
8
A robust Hansen-Sargent prediction formula
Kasa, Kenneth
- In:
Economics letters
71
(
2001
)
1
,
pp. 43-48
Persistent link: https://www.econbiz.de/10001564094
Saved in:
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