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  • Search: subject:"VISCOSITY"
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Year of publication
Subject
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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 19 Non-commercial literature 19 Article 3 Aufsatz im Buch 2 Book section 2 Conference paper 1 Hochschulschrift 1 Konferenzbeitrag 1 Thesis 1 research-article 1
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Language
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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
Showing 71 - 80 of 330
Cover Image
Undiscounted bandit games
Keller, Godfrey; Rady, Sven - 2019
Persistent link: https://www.econbiz.de/10012197846
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Path-dependent American options
Chevalier, Etienne; Ly Vath, Vathana; Mnif, Mohamed - In: The journal of computational finance 23 (2019) 1, pp. 61-95
Persistent link: https://www.econbiz.de/10012064988
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Utility maximisation in a factor model with constant and proportional transaction costs
Belak, Christoph; Christensen, Sören - In: Finance and stochastics 23 (2019) 1, pp. 29-96
Persistent link: https://www.econbiz.de/10012023241
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Consumption, investment and healthcare with aging
Guasoni, Paolo; Huang, Yu-Jui - In: Finance and stochastics 23 (2019) 2, pp. 313-358
Persistent link: https://www.econbiz.de/10012023740
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Irreversible investment with fixed adjustment costs : a stochastic impulse control approach
Federico, Salvatore; Rosestolato, Mauro; Tacconi, Elisa - In: Mathematics and financial economics 13 (2019) 4, pp. 579-616
Persistent link: https://www.econbiz.de/10012055890
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Capital Investment and Liquidity Management with collateralized debt.
Pierre, Erwan; Villeneuve, Stéphane; Warin, Xavier - Institut d'Économie Industrielle (IDEI), Toulouse … - 2014
-dimensional singular control problem and use both a viscosity solution approch and a verification tech- nique to get qualitative properties …
Persistent link: https://www.econbiz.de/10011085470
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Capital Investment and Liquidity Management with collateralized debt.
Pierre, Erwan; Villeneuve, Stéphane; Warin, Xavier - Toulouse School of Economics (TSE) - 2014
-dimensional singular control problem and use both a viscosity solution approch and a verification tech- nique to get qualitative properties …
Persistent link: https://www.econbiz.de/10011086701
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Ecuaciones Diferenciales Estocásticas con Condición Final y Soluciones de Viscosidad de EDPS Semilineales de Segundo Orden
Serrano, Rafael - UNIVERSIDAD DEL ROSARIO - 2014
El objetivo de este documento es recopilar algunos resultados clásicos sobre existencia y unicidad de soluciones de ecuaciones diferenciales estocásticas (EDEs) con condición final (en inglés Backward stochastic differential equations) con particular énfasis en el caso de coeficientes...
Persistent link: https://www.econbiz.de/10010945816
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Factors Affecting Alkaline Sodium Silicate Gelation for In-Depth Reservoir Profile Modification
Hamouda, Aly A.; Amiri, Hossien A. Akhlaghi - In: Energies 7 (2014) 2, pp. 568-590
Alkaline sodium silicate (Na-silicate) is environment-friendly and possesses water-like viscosity during the injection …
Persistent link: https://www.econbiz.de/10011030988
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Capital investment and liquidity management with collateralized debt
Pierre, Erwan; Villeneuve, Stéphane; Warin, Xavier - 2014
Persistent link: https://www.econbiz.de/10010437082
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