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~subject:"Dynamische Optimierung"
~person:"Pham, Huyên"
~person:"Chen, Zhiping"
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Dynamische Optimierung
Stochastic process
20
Stochastischer Prozess
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Theorie
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16
Dynamic programming
7
Mathematical programming
7
Mathematische Optimierung
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Pham, Huyên
Chen, Zhiping
Shapiro, Alexander
9
Ulmer, Marlin Wolf
8
Stein, Jerome L.
7
Dekker, Rommert
6
Ljungqvist, Lars
6
Barro, Diana
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Brown, David B.
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Canestrelli, Elio
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Escudero, Laureano F.
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Liang, Zongxia
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4
Consigli, Giorgio
4
Dempster, Michael A. H.
4
Guan, Guohui
4
Mattfeld, Dirk C.
4
Murgoci, Agatha
4
Powell, Warren B.
4
Sargent, Thomas J.
4
Zéphyr, Luckny
4
Atakan, Alp
3
Balseiro, Santiago R.
3
Bertocchi, Marida
3
Bertsekas, Dimitri P.
3
Cerqueti, Roy
3
Cheng, Yi
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Dawande, Milind
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Feng, Qi
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Kamihigashi, Takashi
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Insurance / Mathematics & economics
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International journal of theoretical and applied finance
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Journal of economic dynamics & control
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Mathematical modeling and numerical methods in finance : special volume
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Quantitative finance
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Stochastic modelling and applied probability
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ECONIS (ZBW)
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1
Optimal long-term Tier 1 employee pension management with an application to Chinese urban areas
Ji, Bingbing
;
Chen, Zhiping
;
Consigli, Giorgio
;
Yan, Zhe
- In:
Quantitative finance
22
(
2022
)
9
,
pp. 1759-1784
Persistent link: https://www.econbiz.de/10013367945
Saved in:
2
Robust optimal reinsurance-investment strategy with price jumps and correlated claims
Chen, Zhiping
;
Yang, Peng
- In:
Insurance / Mathematics & economics
92
(
2020
),
pp. 27-46
Persistent link: https://www.econbiz.de/10012242037
Saved in:
3
Explicit investment rules with time-to-build and uncertainty
Aïd, René
;
Federico, Salvatore
;
Pham, Huyên
; …
- In:
Journal of economic dynamics & control
51
(
2015
),
pp. 240-256
Persistent link: https://www.econbiz.de/10011474400
Saved in:
4
Optimal investment on finite horizon with random discrete order flow in illiquid markets
Gassiat, Paul
;
Pham, Huyên
;
Sı̂rbu, Mihai
- In:
International journal of theoretical and applied finance
14
(
2011
)
1
,
pp. 17-40
Persistent link: https://www.econbiz.de/10008908395
Saved in:
5
Numerical approximation by quantization of control problems in finance under partial observations
Pham, Huyên
;
Corsi, Marco
;
Runggaldier, Wolfgang J.
-
2009
Persistent link: https://www.econbiz.de/10003827001
Saved in:
6
Continuous-time stochastic control and optimization with financial applications
Pham, Huyên
-
2009
Persistent link: https://www.econbiz.de/10012878385
Saved in:
7
Optimal consumption and investment problems under GARCH with transaction costs
Chen, Zhiping
;
Yuen, K. C.
- In:
Mathematical methods of operations research
61
(
2005
)
2
,
pp. 219-237
Persistent link: https://www.econbiz.de/10002858605
Saved in:
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