//--> //--> //-->
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"
~subject:"Theory"
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
| 2 applied filters
Year of publication
From:
To:
Subject
All
Theory
Control theory
23
Kontrolltheorie
23
Theorie
15
Stochastic process
14
Stochastischer Prozess
14
Portfolio selection
13
Portfolio-Management
13
CAPM
5
Option pricing theory
4
Optionspreistheorie
4
Mathematical programming
3
Mathematische Optimierung
3
Transaction costs
3
Transaktionskosten
3
stochastic optimal control
3
Dynamic programming
2
Dynamische Optimierung
2
Experiment
2
Hamilton-Jacobi-Bellman equation
2
Incomplete market
2
Martingal
2
Martingale
2
Securities trading
2
Unvollkommener Markt
2
Wertpapierhandel
2
stochastic control
2
swing options
2
viscosity solutions
2
Aktienindex
1
Anleihe
1
Arbitrage Pricing
1
Arbitrage pricing
1
BSPDE
1
Bond
1
Consumption theory
1
Derivat
1
Derivative
1
Dividend
1
Dividende
1
more ...
less ...
Type of publication
All
Article
15
Type of publication (narrower categories)
All
Article in journal
15
Aufsatz in Zeitschrift
15
Language
All
English
15
Author
All
Cadenillas, Abel
2
Muthuraman, Kumar
2
Choulli, Tahir
1
Dai, Min
1
Evstigneev, Igor V.
1
Fleming, Wendell Helms
1
Korn, Ralf
1
Kumar, Sunil
1
Kwok, Yue-Kuen
1
Li, Duan
1
Liang, Jianfeng
1
Pemy, Moustapha
1
Pham, Huyên
1
Pirvu, Traian A.
1
Runggaldier, Wolfgang J.
1
Samperi, Dominick
1
Schürger, Klaus
1
Sheu, S. J.
1
Sulem, Agnès
1
Taksar, Michael I.
1
Tankov, Peter
1
Taskar, Michael
1
Yin, George
1
Zaccaria Ruggiu, Annapaola
1
Zapatero, Fernando
1
Zha, Haining
1
Zhang, Lei
1
Zhang, Qing
1
Zhang, Shuzhong
1
Zong, Jianping
1
Øksendal, Bernt K.
1
Žitković, Gordan
1
more ...
less ...
Published in...
All
Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
27
CESifo working papers
10
American journal of agricultural economics
9
Macroeconomic dynamics
9
CoFE discussion papers
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Mathematical control theory and finance
8
Mathematical methods of operations research
8
Journal of economic theory
7
Lecture notes in economics and mathematical systems : LNEMS
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
Economics working paper series ...
6
International journal of productivity and quality management : IJPQM
6
Kiel working paper
6
SSRI working paper
6
SpringerLink / Bücher
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
5
Diskussionsarbeit
5
Memorandum from Department of Economics, University of Oslo
5
Volkswirtschaftliche Diskussionsbeiträge
5
Working paper / National Bureau of Economic Research, Inc.
5
Bonn Econ Discussion Papers / BGSE
4
Discussion paper / Centre for Economic Policy Research
4
Dynamic systems, economic growth, and the environment
4
Journal of monetary economics
4
Memorandum / Department of Economics, University of Oslo
4
Working paper series
4
Working papers series / Federal Reserve Bank of San Francisco
4
Discussion paper / B
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
3
Finance and stochastics
3
International journal of theoretical and applied finance
3
Journal of banking & finance
3
Journal of economic behavior & organization : JEBO
3
Journal of mathematical economics
3
Journal of public economic theory
3
Journal of the European Economic Association
3
more ...
less ...
Source
All
ECONIS (ZBW)
15
Showing
1
-
15
of
15
Sort
Relevance
Date (newest first)
Date (oldest first)
1
Maximizing the growth rate under risk constraints
Pirvu, Traian A.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003882789
Saved in:
2
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
3
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
4
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
5
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
Saved in:
6
Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
Saved in:
7
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
8
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
9
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel
;
Choulli, Tahir
;
Taskar, Michael
; …
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
Saved in:
10
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
11
Calibrating a diffusion pricing model with uncertain volatility: regularization and stability
Samperi, Dominick
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001686213
Saved in:
12
Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10002177370
Saved in:
13
Risk-sensitive control and an optimal investment model
Fleming, Wendell Helms
;
Sheu, S. J.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10002177557
Saved in:
14
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
15
A stochastic control approach to risk management under restricted information
Runggaldier, Wolfgang J.
;
Zaccaria Ruggiu, Annapaola
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 277-288
Persistent link: https://www.econbiz.de/10002177738
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
//-->