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subject:"Stochastic process"
~isPartOf:"Journal of mathematical finance"
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Search: subject_exact:"Mathematische Kontrolltheorie"
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Stochastic process
Control theory
12
Kontrolltheorie
12
Stochastischer Prozess
9
Portfolio selection
8
Portfolio-Management
8
Stochastic Optimal Control
6
Interest rate
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Zins
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Mathematische Optimierung
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Adaptive Optimal Control
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Black-Scholes Dynamics
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Emerging Market Countries
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Mtunya, Adeline Peter
2
Ngare, Philip
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Nkansah-Gyekye, Yaw
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Akpanibah, Edikan E.
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Di Giacinto, Marina
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Hongler, Max-Olivier
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Ieda, Masashi
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Kung, James J.
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Liu, Jingzhen
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Loxton, Ryan C.
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Mwanakatwe, Patrick Kandege
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Nakano, Yumiharu
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Njoku, K. N. C.
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Osu, Bright O.
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Su, Yue
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Teo, Kok Lay
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Ujumadu, Rosemary N.
1
Wang, Xiaoguang
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Wong, Wing Keung
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Wu, E.-ching
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Yamashita, Takashi
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Yiu, Ka Fai Cedric
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Journal of mathematical finance
Insurance / Mathematics & economics
31
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
22
Mathematics of operations research
18
European journal of operational research : EJOR
15
International journal of theoretical and applied finance
15
Mathematical finance : an international journal of mathematics, statistics and financial theory
14
Finance and stochastics
13
Mathematical methods of operations research
13
Risks : open access journal
13
Journal of economic dynamics & control
9
Computational economics
8
Mathematics and financial economics
8
Operations research
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CoFE discussion papers
7
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
7
Operations research letters
7
Applied mathematical finance
6
CESifo working papers
6
Dynamic games and applications : DGA
6
International journal of production economics
6
Scandinavian actuarial journal
6
Journal of risk and financial management : JRFM
5
Quantitative finance
5
Finance research letters
4
Institute of Mathematical Economics Working Paper
4
International journal of financial engineering
4
Management science : journal of the Institute for Operations Research and the Management Sciences
4
OR spectrum : quantitative approaches in management
4
Annals of finance
3
International journal of production research
3
SFB 649 discussion paper
3
Advanced mathematical methods for finance
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American journal of agricultural economics
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Annals of actuarial science : publ. by the Institute of Actuaries and the Faculty of Actuaries
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Bonn Econ Discussion Papers / BGSE
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CARF working paper
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CESifo Working Paper Series
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CIRJE discussion papers / F series
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Decisions in economics and finance : DEF ; a journal of applied mathematics
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Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege
;
Wang, Xiaoguang
;
Su, Yue
- In:
Journal of mathematical finance
9
(
2019
)
3
,
pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
Saved in:
2
Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina
- In:
Journal of mathematical finance
8
(
2018
)
2
,
pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
Saved in:
3
Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.
;
Osu, Bright O.
;
Akpanibah, Edikan E.
; …
- In:
Journal of mathematical finance
7
(
2017
)
4
,
pp. 821-833
Persistent link: https://www.econbiz.de/10011789083
Saved in:
4
Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
7
(
2017
)
2
,
pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
Saved in:
5
On steady dividend payment under functional mean reversion speed
Mtunya, Adeline Peter
;
Ngare, Philip
;
Nkansah-Gyekye, Yaw
- In:
Journal of mathematical finance
6
(
2016
)
3
,
pp. 368-377
Persistent link: https://www.econbiz.de/10011583486
Saved in:
6
A liability tracking approach to long term management of pension funds
Ieda, Masashi
;
Yamashita, Takashi
;
Nakano, Yumiharu
- In:
Journal of mathematical finance
3
(
2013
)
3
,
pp. 392-400
Persistent link: https://www.econbiz.de/10010239531
Saved in:
7
Stochastic control for asset management
Kung, James J.
;
Wong, Wing Keung
;
Wu, E.-ching
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 59-69
Persistent link: https://www.econbiz.de/10010240225
Saved in:
8
Super-diffusive noise source in asset dynamics
Hongler, Max-Olivier
- In:
Journal of mathematical finance
3
(
2013
)
1
,
pp. 53-58
Persistent link: https://www.econbiz.de/10010240227
Saved in:
9
Optimal investment and proportional reinsurance with risk constraint
Liu, Jingzhen
;
Yiu, Ka Fai Cedric
;
Loxton, Ryan C.
; …
- In:
Journal of mathematical finance
3
(
2013
)
4
,
pp. 437-447
Persistent link: https://www.econbiz.de/10010240806
Saved in:
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