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Search: subject:"Skorokhod"
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Skorokhod embedding
8
Skorokhod problem
6
Skorokhod space
6
Skorokhod reflection problem
5
Stochastic process
5
Stochastischer Prozess
5
Game theory
4
Nash equilibrium
4
Skorokhod embedding problem
4
Spieltheorie
4
singular stochastic control
4
Gambling
3
Glücksspiel
3
Mathematical programming
3
Mathematische Optimierung
3
Nash-Gleichgewicht
3
Option pricing theory
3
Optionspreistheorie
3
Theorie
3
Theory
3
free boundary problems
3
Coupling
2
Decision under uncertainty
2
Diffusions
2
Dynkin games
2
Entscheidung unter Unsicherheit
2
Fluid limit model
2
Lagrangian method
2
Lyapunov function
2
Option trading
2
Optionsgeschäft
2
Queueing network
2
Randomized strategies
2
Robust hedging
2
Stability
2
State space collapse
2
digital double barrier option
2
evaluation of hedging strategies
2
reflected diffusion
2
relaxed control
2
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Online availability
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Undetermined
29
Free
12
CC license
1
Type of publication
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Article
33
Book / Working Paper
12
Type of publication (narrower categories)
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Article in journal
11
Aufsatz in Zeitschrift
11
Working Paper
7
Graue Literatur
4
Non-commercial literature
4
Arbeitspapier
3
Article
1
Hochschulschrift
1
research-article
1
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English
23
Undetermined
22
Author
All
Ferrari, Giorgio
6
De Angelis, Tiziano
3
Feng, Han
3
Hobson, David
3
Budhiraja, Amarjit
2
Cox, Alexander M. G.
2
Davydov, Youri
2
Delgado, Rosario
2
Dianetti, Jodi
2
Fu, Guanxing
2
Hobson, David G.
2
Horst, Ulrich
2
Kiiski, Matti
2
Nagaev, Sergei A.
2
Obłój, Jan
2
Ramanan, Kavita
2
Adam, Kay
1
Akritas, Michael
1
Angelis, Tiziano De
1
Atar, Rami
1
Baker, David M.
1
Becherer, Dirk
1
Beiglböck, Mathias
1
Biswas, Anup
1
CRORIE, Mc
1
Campi, Luciano
1
Castaing, Charles
1
Cox, Alexander
1
D'Auria, Bernardo
1
Dombry, Clément
1
Faugeras, Olivier P.
1
Ferger, Dietmar
1
Forde, Martin
1
Frentrup, Peter
1
Ghio, Maddalena
1
Henderson, Vicky
1
Hoeggerl, Christoph
1
Hu, Sang
1
Huesmann, Martin
1
Ivanovs, Jevgenijs
1
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Institution
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Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Departamento de Estadistica, Universidad Carlos III de Madrid
1
Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Published in...
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Stochastic Processes and their Applications
5
Finance and Stochastics
4
Statistics & Probability Letters
3
Annals of the Institute of Statistical Mathematics
2
Finance and stochastics
2
Journal of Multivariate Analysis
2
Mathematical finance : an international journal of mathematics, statistics and financial theory
2
Advances in mathematical economics
1
CORE Discussion Papers
1
Carlo Alberto notebooks
1
Center for Mathematical Economics Working Papers
1
Computational Statistics
1
Decisions in Economics and Finance
1
Decisions in economics and finance : DEF ; a journal of applied mathematics
1
Discussion Paper
1
Discussion paper
1
Economics Series / Department of Economics and Finance Research and Teaching, Institut für Höhere Studien (IHS)
1
Insurance / Mathematics & economics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Management science : journal of the Institute for Operations Research and the Management Sciences
1
Mathematical Methods of Operations Research
1
Mathematics of operations research
1
Probability theory and related fields : continuation of Zeitschrift für Wahrscheinlichkeitstheorie
1
Reihe Ökonomie / Economics Series
1
Statistics and Econometrics Working Papers
1
Stochastics and Quality Control
1
TEST: An Official Journal of the Spanish Society of Statistics and Operations Research
1
Working Papers
1
Working Papers / Institut für Mathematische Wirtschaftsforschung, Universität Bielefeld
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
1
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Source
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RePEc
24
ECONIS (ZBW)
15
EconStor
5
Other ZBW resources
1
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45
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1
Mean-field games of finite-fuel capacity expansion with singular controls
Campi, Luciano
;
De Angelis, Tiziano
;
Ghio, Maddalena
; …
-
2022
Persistent link: https://www.econbiz.de/10013331015
Saved in:
2
Multidimensional singular control and related
Skorokhod
problem: Sufficient conditions for the characterization of optimal controls
Dianetti, Jodi
;
Ferrari, Giorgio
-
2021
related
Skorokhod
reflection problem. The considered optimization problems concern the minimization of a discounted cost …
Persistent link: https://www.econbiz.de/10012606398
Saved in:
3
Multidimensional singular control and related
Skorokhod
problem : sufficient conditions for the characterization of optimal controls
Dianetti, Jodi
;
Ferrari, Giorgio
-
2021
related
Skorokhod
reflection problem. The considered optimization problems concern the minimization of a discounted cost …
Persistent link: https://www.econbiz.de/10012488056
Saved in:
4
A casino gambling model under cumulative prospect theory : analysis and algorithm
Hu, Sang
;
Obłój, Jan
;
Zhou, Xun Yu
- In:
Management science : journal of the Institute for …
69
(
2023
)
4
,
pp. 2474-2496
Persistent link: https://www.econbiz.de/10014305420
Saved in:
5
The Riesz representation theorem and weak∗ compactness of semimartingales
Kiiski, Matti
- In:
Finance and Stochastics
24
(
2020
)
4
,
pp. 827-870
. In particular, we give a full characterisation of the strongest topology on the
Skorokhod
space for which these results …
Persistent link: https://www.econbiz.de/10014503834
Saved in:
6
Irreversible reinsurance : a singular control approach
Yan, Tingjin
;
Park, Kyunghyun
;
Wong, Hoi Ying
- In:
Insurance / Mathematics & economics
107
(
2022
),
pp. 326-348
Persistent link: https://www.econbiz.de/10013471252
Saved in:
7
Sensitivity analysis for the stationary distribution of reflected brownian motion in a convex polyhedral cone
Lipshutz, David
;
Ramanan, Kavita
- In:
Mathematics of operations research
46
(
2021
)
2
,
pp. 524-558
Persistent link: https://www.econbiz.de/10012582181
Saved in:
8
Mean field games with singular controls
Fu, Guanxing
;
Horst, Ulrich
-
2017
use of the
Skorokhod
M1 topology on the space of cadlag functions. …
Persistent link: https://www.econbiz.de/10011663458
Saved in:
9
Mean field games with singular controls
Fu, Guanxing
;
Horst, Ulrich
-
2017
use of the
Skorokhod
M1 topology on the space of cadlag functions. …
Persistent link: https://www.econbiz.de/10011626609
Saved in:
10
Evolution problems with time-dependent subdifferential operators
Castaing, Charles
;
Marques, Manuel D. P. Monteiro
; …
- In:
Advances in mathematical economics
23
(
2020
),
pp. 1-39
Persistent link: https://www.econbiz.de/10012172583
Saved in:
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