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Search: subject:"VISCOSITY"
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viscosity solutions
53
Viscosity solution
48
viscosity solution
45
Theorie
44
Theory
43
Stochastic process
38
Stochastischer Prozess
38
Viscosity
38
Mathematical programming
32
Mathematische Optimierung
32
Viscosity solutions
30
Portfolio selection
28
Portfolio-Management
26
Control theory
22
Kontrolltheorie
22
Dynamic programming
19
Viscosity Solutions
19
Asset and Liability Management
16
Benchmarked Asset Management
16
Classical Solutions
16
Dynamic Investment Management
16
Dynamische Optimierung
16
Game theory
16
Hamilton–Jacobi–Bellman Equations
16
Jump Diffusion Processes
16
Kelly Criterion
16
Lévy Processes
16
Risk Sensitive Control
16
Spieltheorie
16
Stochastic Control
16
Transaction costs
16
viscosity
13
Biodiesel
12
Hamilton-Jacobi-Bellman equation
12
Investment
11
Dividend
10
Dividende
10
stochastic control
10
Hamilton–Jacobi–Bellman equation
9
Markov chain
9
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Online availability
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Undetermined
217
Free
72
CC license
13
Type of publication
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Article
254
Book / Working Paper
71
Other
5
Type of publication (narrower categories)
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Article in journal
79
Aufsatz in Zeitschrift
79
Working Paper
32
Arbeitspapier
19
Graue Literatur
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Non-commercial literature
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Article
3
Aufsatz im Buch
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Undetermined
197
English
133
Author
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Federico, Salvatore
17
Lleo, Sébastien
17
Davis, Mark H. A.
16
Ferrari, Giorgio
13
Touzi, Nizar
12
Bouchard, Bruno
11
Gozzi, Fausto
9
Nendel, Max
8
Warin, Xavier
8
Pierre, Erwan
6
Röckner, Michael
6
Villeneuve, Stéphane
6
Buckdahn, Rainer
5
Schuhmann, Patrick
5
Soner, Halil Mete
5
Zariphopoulou, Thaleia
5
Azcue, Pablo
4
Bentahar, Imen
4
Mnif, Mohamed
4
Muhle-Karbe, Johannes
4
Muler, Nora
4
Quincampoix, Marc
4
Shibata, Hiroshi
4
Tourin, Agnès
4
Bagagiolo, Fabio
3
Ben Tahar, Imen
3
Cardaliaguet, Pierre
3
Chevalier, Etienne
3
Gassiat, Paul
3
Guéant, Olivier
3
Keller, Godfrey
3
Li, Juan
3
Ly Vath, Vathana
3
Pham, Huyên
3
Rady, Sven
3
Soner, H. Mete
3
Torrente, Maria-Laura
3
Abkar, Ali
2
Aivaliotis, Georgios
2
Alghalith, Moawia
2
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Institution
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Université Paris-Dauphine (Paris IX)
15
HAL
3
Université Paris-Dauphine
3
EconWPA
2
Instituto Valenciano de Investigaciones Económicas (IVIE)
2
Sonderforschungsbereich 649: Ökonomisches Risiko, Wirtschaftswissenschaftliche Fakultät
2
Volkswirtschaftliche Fakultät, Ludwig-Maximilians-Universität München
2
Center for Operations Research and Econometrics (CORE), École des Sciences Économiques de Louvain
1
Department of Economics, University of Connecticut
1
Dipartimento di Scienze Economico-Sociali e Matematico-Statistiche, Università degli Studi di Torino
1
Institut d'Économie Industrielle (IDEI), Toulouse School of Economics (TSE)
1
London School of Economics (LSE)
1
Toulouse School of Economics (TSE)
1
UNIVERSIDAD DEL ROSARIO
1
World Scientific Publishing Co. Pte. Ltd.
1
Zentrum für Finanzen und Ökonometrie, Fachbereich Wirtschaftswissenschaften
1
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Published in...
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Physica A: Statistical Mechanics and its Applications
40
Finance and Stochastics
18
Economics Papers from University Paris Dauphine
15
Risk-Sensitive Investment Management
15
Renewable Energy
14
Stochastic Processes and their Applications
11
Center for Mathematical Economics Working Papers
9
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
9
Applied Energy
8
Finance and stochastics
8
Dynamic games and applications : DGA
7
Computational Statistics
6
Mathematical Methods of Operations Research
6
Mathematics and financial economics
6
International journal of theoretical and applied finance
5
The European Physical Journal B - Condensed Matter and Complex Systems
5
Energies
4
International Journal of Theoretical and Applied Finance (IJTAF)
4
Journal of Global Optimization
4
Journal of mathematical economics
4
Mathematical methods of operations research
4
Mathematics and Computers in Simulation (MATCOM)
4
Mathematics of operations research
4
Renewable and Sustainable Energy Reviews
4
Technology audit and production reserves
4
Applied mathematical finance
3
Energy
3
European Journal of Operational Research
3
European journal of operational research : EJOR
3
Mathematical finance : an international journal of mathematics, statistics and financial theory
3
Open Access publications from Université Paris-Dauphine
3
Applied Mathematical Finance
2
CoFE Discussion Paper
2
Computational Optimization and Applications
2
Discussion paper series
2
Dynamic Games and Applications
2
Economic theory
2
IDEI working papers
2
Insurance / Mathematics & economics
2
Insurance: Mathematics and Economics
2
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Source
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RePEc
205
ECONIS (ZBW)
101
EconStor
16
BASE
5
Other ZBW resources
3
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61
Consumption-investment optimization problem in a Lévy financial model with transaction costs and làdlàg strategies
Lepinette, E.
;
Tran, T. Q.
- In:
Mathematics and financial economics
14
(
2020
)
3
,
pp. 399-431
Persistent link: https://www.econbiz.de/10012240301
Saved in:
62
Optimal dividend and capital injection strategy with a penalty payment at ruin : restricted dividend payments
Xu, Ran
;
Woo, Jae-Kyung
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 1-16
Persistent link: https://www.econbiz.de/10012242033
Saved in:
63
Future expectations modeling, random coefficient forward-backward stochastic differential equations, and stochastic
viscosity
solutions
Kartala, Xanthi-Isidora
;
Englezos, Nikolaos
; …
- In:
Mathematics of operations research
45
(
2020
)
2
,
pp. 403-433
Persistent link: https://www.econbiz.de/10012242504
Saved in:
64
Optimal market making under partial information with general intensities
Campi, Luciano
;
Zabaljauregui, Diego
- In:
Applied mathematical finance
27
(
2020
)
1/2
,
pp. 1-45
Persistent link: https://www.econbiz.de/10012254093
Saved in:
65
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:
66
Infinitesimal generators for two-dimensional Lévy process-driven hypothesis testing
Roberts, Michael
;
SenGupta, Indranil
- In:
Annals of finance
16
(
2020
)
1
,
pp. 121-139
Persistent link: https://www.econbiz.de/10012495976
Saved in:
67
Internal habits formation and optimality
Bambi, Mauro
;
Gozzi, Fausto
- In:
Journal of mathematical economics
91
(
2020
),
pp. 165-172
Persistent link: https://www.econbiz.de/10012801341
Saved in:
68
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
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69
Constrained optimality for controlled switching diffusions with an application to stock purchasing
Lu, Xianggang
- In:
Quantitative finance
19
(
2019
)
12
,
pp. 2069-2085
Persistent link: https://www.econbiz.de/10012195672
Saved in:
70
Undiscounted bandit games
Keller, Godfrey
;
Rady, Sven
-
2019
Persistent link: https://www.econbiz.de/10012196168
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