Search Results - subject:"HJB Equation"

Cheng, Yuyang; Escobar, Marcos - In: Finance research letters 52 (2023), pp. 1-10

Persistent link: https://www.econbiz.de/10014472208

Bo, Lijun; Capponi, Agostino; Zhou, Chao - In: Mathematics of operations research 48 (2023) 1, pp. 288-312

Persistent link: https://www.econbiz.de/10014312552

Mataramvura, Sure - In: Cogent Economics & Finance 7 (2019) 1, pp. 1-11

HJB equation. Results are discussed in detail and show that it is optimal that premiums and dividends be directly …

Persistent link: https://www.econbiz.de/10014001356

Mataramvura, Sure - In: Cogent economics & finance 7 (2019) 1, pp. 1-11

HJB equation. Results are discussed in detail and show that it is optimal that premiums and dividends be directly …

Persistent link: https://www.econbiz.de/10014233048

He, Yong; Zhou, Xia; Chen, Peimin; Wang, Xiaoyang - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-15

Persistent link: https://www.econbiz.de/10014225734

Escobar, Marcos - In: The North American journal of economics and finance : a … 63 (2022), pp. 1-8

Persistent link: https://www.econbiz.de/10014225740

Ekren, Ibrahim; Nadtochiy, Sergey - In: Mathematical finance : an international journal of … 32 (2022) 1, pp. 172-225

Persistent link: https://www.econbiz.de/10012815953

Ferrari, Giorgio; Schuhmann, Patrick; Zhu, Shihao - In: Insurance / Mathematics & economics 106 (2022), pp. 146-172

Persistent link: https://www.econbiz.de/10013380501

Bensoussan, Alain; Cheung, Ka Chun; Li, Yiqun; Yam, … - In: Mathematical finance : an international journal of … 32 (2022) 3, pp. 825-877

Persistent link: https://www.econbiz.de/10013331049

Huang, Yonghui; Lian, Zhaotong; Guo, Xianping - In: Operational research : an international journal 22 (2022) 5, pp. 5791-5816

Persistent link: https://www.econbiz.de/10013445644

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