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~person:"Sennewald, Ken"
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9
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Sennewald, Ken
Winkelmann, Rainer
56
Rady, Sven
27
Keller, Godfrey
19
Wälde, Klaus
19
Czado, Claudia
14
Lijoi, Antonio
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9
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9
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9
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9
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9
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8
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8
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8
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8
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7
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7
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7
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7
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7
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7
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7
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6
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2
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1
"Ito's Lemma" and the Bellman equation for
poisson
processes : an applied view
Sennewald, Ken
;
Wälde, Klaus
-
2006
Poisson
process. Our results can be derived because of the proofs presented in the accompanying paper by Sennewald (2006 …-of-variables formula (sometimes referred to as ?Ito's- Lemma?) under
Poisson
uncertainty. …
Persistent link: https://www.econbiz.de/10010261427
Saved in:
2
“Itô’s Lemma“ and the Bellman Equation for
Poisson
Processes: An Applied View
Sennewald, Ken
;
Wälde, Klaus
-
CESifo
-
2006
Poisson
process. Our results can be derived because of the proofs presented in the accompanying paper by Sennewald (2006 …-of-variables formula (sometimes referred to as “Ito’s-Lemma”) under
Poisson
uncertainty. …
Persistent link: https://www.econbiz.de/10005765876
Saved in:
3
"Ito's Lemma" and the Bellman equation for
Poisson
processes: An applied view
Sennewald, Ken
;
Wälde, Klaus
-
2005
modeled by
Poisson
processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of …
Persistent link: https://www.econbiz.de/10010296536
Saved in:
4
Controlled Stochastic Differential Equations under
Poisson
Uncertainty and with Unbounded Utility
Sennewald, Ken
-
2005
from one or more independent
Poisson
processes. Optimal behavior in such a setup (e.g., optimal consumption) is usually …
Persistent link: https://www.econbiz.de/10010296791
Saved in:
5
"Itô's Lemma" and the Bellman equation: An applied view
Sennewald, Ken
;
Wälde, Klaus
-
2005
modeled by
Poisson
processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of …
Persistent link: https://www.econbiz.de/10010296792
Saved in:
6
"Ito's Lemma" and the Bellman equation for
Poisson
processes: An applied view
Sennewald, Ken
;
Wälde, Klaus
-
Wirtschaftswissenschaftliche Fakultät, Bayerische …
-
2005
modeled by
Poisson
processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of …
Persistent link: https://www.econbiz.de/10009216801
Saved in:
7
Controlled Stochastic Differential Equations under
Poisson
Uncertainty and with Unbounded Utility
Sennewald, Ken
-
Fakultät Wirtschaftswissenschaften, Technische …
-
2005
from one or more independent
Poisson
processes. Optimal behavior in such a setup (e.g., optimal consumption) is usually …
Persistent link: https://www.econbiz.de/10009226159
Saved in:
8
"Itô's Lemma" and the Bellman equation: An applied view
Sennewald, Ken
;
Wälde, Klaus
-
Fakultät Wirtschaftswissenschaften, Technische …
-
2005
modeled by
Poisson
processes. Analyzing optimal behavior in such a setup requires the appropriate version of the change of …
Persistent link: https://www.econbiz.de/10009226244
Saved in:
9
“Itô's Lemma” and the Bellman Equation for
Poisson
Processes: An Applied View
Sennewald, Ken
;
Wälde, Klaus
- In:
Journal of Economics
89
(
2006
)
1
,
pp. 1-36
Persistent link: https://www.econbiz.de/10005547086
Saved in:
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