//--> //--> //-->
Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Research Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Retain my current filters
~isPartOf:"Finance"
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"optional decomposition"
Narrow search
Delete all filters
| 1 applied filter
Year of publication
From:
To:
Subject
All
Convex and State Constraints
3
Duality Theory
3
Optional Decomposition
3
Stochastic Optimization
3
Consumption and Investment Optimization
1
Investment Optimization
1
Minimax Theorem}
1
Optimal Stopping
1
Utility Maximization
1
Utility Optimization
1
more ...
less ...
Type of publication
All
Book / Working Paper
3
Language
All
Undetermined
3
Author
All
Nguyen-Thanh, Long
3
Institution
All
EconWPA
3
Published in...
All
Finance
Finance and Stochastics
2
Annals of Finance
1
Center for Mathematical Economics Working Papers
1
Computational Statistics
1
Discussion Paper Serie B
1
Finance and stochastics
1
International Journal of Theoretical and Applied Finance (IJTAF)
1
International journal of theoretical and applied finance
1
Mathematical Methods of Operations Research
1
Mathematical finance : an international journal of mathematics, statistics and financial theory
1
SFB 373 Discussion Paper
1
SFB 373 Discussion Papers
1
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
1
more ...
less ...
Source
All
RePEc
3
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Utility Maximization in Imperfected Markets
Nguyen-Thanh, Long
-
EconWPA
-
2003
optional
decomposition
under constraints in multiplicative form, we develop a dual formulation. Then, under some conditions …
Persistent link: https://www.econbiz.de/10005134936
Saved in:
2
Investment Optimization under Constraints
Nguyen-Thanh, Long
-
EconWPA
-
2003
models. By using general
optional
decomposition
under constraints in a multiplicative form, we first develop a dual …
Persistent link: https://www.econbiz.de/10005413179
Saved in:
3
Consumption and Investment Optimization under Constraints
Nguyen-Thanh, Long
-
EconWPA
-
2002
optional
decomposition
under constraints in a multiplicative form, we first develop a dual formulation under minimal assumption …
Persistent link: https://www.econbiz.de/10005134845
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->