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Search: subject:"HJB Equation"
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HJB equation
113
Theorie
56
Theory
56
Portfolio selection
50
Portfolio-Management
49
Stochastic process
39
Stochastischer Prozess
39
Mathematical programming
22
Mathematische Optimierung
22
Markov chain
21
Risiko
19
Risk
19
Markov-Kette
18
Control theory
16
Kontrolltheorie
16
Option pricing theory
15
Optionspreistheorie
15
Reinsurance
15
Risikomodell
14
Risk model
14
Rückversicherung
14
Hamilton-Jacobi-Bellman (HJB) equation
13
Dividend
11
Dynamic programming
11
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10
Dynamische Optimierung
10
Game theory
10
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10
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10
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10
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10
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10
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8
Volatilität
8
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7
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7
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7
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6
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97
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33
CC license
5
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137
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95
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English
113
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Siu, Tak Kuen
7
Zhou, Ming
7
Forsyth, Peter
6
Shen, Yang
5
Zhao, Hui
5
Eisenberg, Julia
4
Fabrykowski, Lukas
4
Guo, Junyi
4
Rong, Ximin
4
Schmeck, Maren Diane
4
Bian, Baojun
3
Bo, Lijun
3
Eriksson, Marcus
3
Escobar, Marcos
3
Ferrari, Giorgio
3
Keller, Godfrey
3
Lempa, Jukka
3
Ma, Guiyuan
3
Rady, Sven
3
Schuhmann, Patrick
3
Zhang, Xiaoyi
3
Zhu, Shihao
3
Zhu, Song-Ping
3
Alwardi, H.
2
Bai, Lihua
2
Bäuerle, Nicole
2
Cai, Jun
2
Chen, Xinfu
2
Guo, Wenjing
2
Guo, Xianping
2
Hessing, Jean-Claude
2
Hu, Yijun
2
Huang, Yonghui
2
Insley, Margaret
2
Jennings, L.
2
Kato, Takashi
2
Kharroubi, Idris
2
Landriault, David
2
Lange, Rutger-Jan
2
Langrené, Nicolas
2
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HAL
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
London School of Economics (LSE)
1
Society for Computational Economics - SCE
1
Université Paris-Dauphine (Paris IX)
1
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Insurance / Mathematics & economics
15
Insurance: Mathematics and Economics
10
Risks : open access journal
6
International journal of theoretical and applied finance
5
Computational economics
4
Finance and stochastics
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Risks
4
Computational Statistics
3
Economic modelling
3
Finance and Stochastics
3
Mathematical Methods of Operations Research
3
Mathematics and financial economics
3
Mathematics of operations research
3
The North American journal of economics and finance : a journal of financial economics studies
3
Astin bulletin : the journal of the International Actuarial Association
2
Center for Mathematical Economics Working Papers
2
Economic Modelling
2
International journal of financial engineering
2
Journal of Economic Dynamics and Control
2
Journal of Global Optimization
2
Journal of economic dynamics & control
2
Journal of mathematical finance
2
MPRA Paper
2
Mathematical finance : an international journal of mathematics, statistics and financial economics
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Operations research letters
2
Quantitative finance
2
Scandinavian actuarial journal
2
The journal of computational finance
2
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2
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
2
ASTIN bulletin : the journal of the International Actuarial Association
1
Annals of Finance
1
Annals of economics and finance
1
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1
Annals of financial economics
1
Applied economics
1
Asia Pacific financial markets
1
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ECONIS (ZBW)
102
RePEc
43
EconStor
10
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51
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51
Trading strategy with stochastic volatility in a limit order book market
Yang, Qing-Qing
;
Ching, Wai Ki
;
Gu, Jiawen
;
Siu, Tak Kuen
- In:
Decisions in economics and finance : a journal of …
43
(
2020
)
1
,
pp. 277-301
Persistent link: https://www.econbiz.de/10012285400
Saved in:
52
Risk-sensitive finite-horizon piecewise deterministic Markov decision processes
Huang, Yonghui
;
Lian, Zhaotong
;
Guo, Xianping
- In:
Operations research letters
48
(
2020
)
1
,
pp. 96-103
Persistent link: https://www.econbiz.de/10012169614
Saved in:
53
Undiscounted bandit games
Keller, Godfrey
;
Rady, Sven
- In:
Games and economic behavior
124
(
2020
),
pp. 43-61
Persistent link: https://www.econbiz.de/10012432139
Saved in:
54
A numerical solution of optimal portfolio selection problem with general utility functions
Ma, Guiyuan
;
Zhu, Song-Ping
;
Kang, Boda
- In:
Computational economics
55
(
2020
)
3
,
pp. 957-981
Persistent link: https://www.econbiz.de/10012223689
Saved in:
55
Provisions for bank deposit withdrawals and portfolio selection
Perera, Ryle S.
- In:
International journal of financial engineering
7
(
2020
)
1
,
pp. 1-32
Persistent link: https://www.econbiz.de/10012602666
Saved in:
56
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:
57
Dynamic portfolio strategies under a fully correlated jump-diffusion process
Escobar, Marcos
;
Moreno-Franco, Harold A.
- In:
Annals of finance
15
(
2019
)
3
,
pp. 421-453
Persistent link: https://www.econbiz.de/10012240153
Saved in:
58
Optimal investment and consumption under a continuous-time cointegration model with exponential utility
Ma, Guiyuan
;
Zhu, Song-Ping
- In:
Quantitative finance
19
(
2019
)
7
,
pp. 1135-1149
Persistent link: https://www.econbiz.de/10012194749
Saved in:
59
Undiscounted bandit games
Keller, Godfrey
;
Rady, Sven
-
2019
Persistent link: https://www.econbiz.de/10012196168
Saved in:
60
Undiscounted bandit games
Keller, Godfrey
;
Rady, Sven
-
2019
Persistent link: https://www.econbiz.de/10012197846
Saved in:
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