//--> //--> //-->
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:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~source:"econis"
~accessRights:"restricted"
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_exact:"Optimal control problem"
Narrow search
Delete all filters
| 3 applied filters
Year of publication
From:
To:
Subject
All
Control theory
3
Kontrolltheorie
3
Stochastic process
3
Stochastischer Prozess
3
Experiment
2
Option pricing theory
2
Optionspreistheorie
2
stochastic optimal control
2
swing options
2
BSPDE
1
Hamilton-Jacobi-Bellman equation
1
Mathematical programming
1
Mathematische Optimierung
1
Portfolio selection
1
Portfolio-Management
1
Search theory
1
Suchtheorie
1
backward SPDE
1
investment-consumption problem
1
liquidity risk
1
optimal stochastic control
1
optimal stopping
1
regularity of viscosity solutions
1
viscosity solutions
1
more ...
less ...
Online availability
All
Undetermined
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Bender, Christian
2
Dokučaev, Nikolaj G.
2
Federico, Salvatore
1
Gassiat, Paul
1
Gozzi, Fausto
1
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Insurance / Mathematics & economics
25
European journal of operational research : EJOR
24
Mathematics of operations research
20
Operations research
17
Computational economics
13
International journal of theoretical and applied finance
12
Operations research letters
12
Finance and stochastics
11
SpringerLink / Bücher
11
Journal of economic dynamics & control
10
Dynamic games and applications : DGA
9
Mathematical methods of operations research
9
Applied mathematical finance
8
International journal of production economics
8
International journal of production research
8
Lecture Notes in Economics and Mathematical Systems
8
Journal of mathematical finance
7
Mathematics and financial economics
7
Scandinavian actuarial journal
7
Discussion paper / Centre for Economic Policy Research
6
Management science : journal of the Institute for Operations Research and the Management Sciences
6
Quantitative finance
6
Journal of mathematical economics
5
RAIRO / Operations research
5
Central European journal of operations research : CEJOR ; official journal of the Austrian, Croatian, Czech, Hungarian, Slovakian and Slovenian OR Societies
4
Finance research letters
4
International journal of financial engineering
4
Journal of economic behavior & organization : JEBO
4
Journal of economic theory
4
Manufacturing & service operations management : M & SOM
4
Springer eBook Collection
4
Discussion papers / CEPR
3
International game theory review
3
Mathematical methods of operations research : ZOR
3
OR spectrum : quantitative approaches in management
3
Operations research forum
3
Opsearch : journal of the Operational Research Society of India
3
Wirtschaftswissenschaftliches Studium : WiSt ; Zeitschrift für Studium und Forschung
3
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
3
more ...
less ...
Source
All
ECONIS (ZBW)
Showing
1
-
3
of
3
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Impact of time illiquidity in a mixed market without full observation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Mathematical finance : an international journal of …
27
(
2017
)
2
,
pp. 401-437
Persistent link: https://www.econbiz.de/10011752503
Saved in:
2
A first-order BSPDE for swing option pricing : classical solutions
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
27
(
2017
)
3
,
pp. 902-925
Persistent link: https://www.econbiz.de/10011764986
Saved in:
3
A first-order BSPDE for swing option pricing
Bender, Christian
;
Dokučaev, Nikolaj G.
- In:
Mathematical finance : an international journal of …
26
(
2016
)
3
,
pp. 461-491
Persistent link: https://www.econbiz.de/10011583530
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->