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Finance and stochastics
European journal of operational research : EJOR
819
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685
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678
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647
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1
Pricing a contingent claim liability with transaction costs using asymptotic analysis for optimal investment
Bichuch, Maxim
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 651-694
Persistent link: https://www.econbiz.de/10010395976
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2
A theory of Markovian time-inconsistent stochastic control in discrete time
Björk, Tomas
;
Murgoci, Agatha
- In:
Finance and stochastics
18
(
2014
)
3
,
pp. 545-592
Persistent link: https://www.econbiz.de/10010396002
Saved in:
3
Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore
;
Gassiat, Paul
;
Gozzi, Fausto
- In:
Finance and stochastics
19
(
2015
)
2
,
pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
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4
On time-inconsistent stochastic control in continuous time
Björk, Tomas
;
Khapko, Mariana
;
Murgoci, Agatha
- In:
Finance and stochastics
21
(
2017
)
2
,
pp. 331-360
Persistent link: https://www.econbiz.de/10011944378
Saved in:
5
Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei
;
Pergamenchtchikov, Serguei
- In:
Finance and stochastics
28
(
2024
)
1
,
pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
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6
Optimal dividends under a drawdown constraint and a curious square-root rule
Albrecher, Hansjörg
;
Azcue, Pablo
;
Muler, Nora
- In:
Finance and stochastics
27
(
2023
)
2
,
pp. 341-400
Persistent link: https://www.econbiz.de/10014253644
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7
Dynamic credit investment in partially observed markets
Capponi, Agostino
;
Figueroa-López, José E.
;
Pascucci, …
- In:
Finance and stochastics
19
(
2015
)
4
,
pp. 891-939
Persistent link: https://www.econbiz.de/10011421091
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8
Dynamic programming approach to principal-agent problems
Cvitanić, Jakša
;
Possamaï, Dylan
;
Touzi, Nizar
- In:
Finance and stochastics
22
(
2018
)
1
,
pp. 1-37
Persistent link: https://www.econbiz.de/10011945612
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9
A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore
- In:
Finance and stochastics
15
(
2011
)
3
,
pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
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10
Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina
;
Federico, Salvatore
;
Gozzi, Fausto
- In:
Finance and stochastics
15
(
2011
)
2
,
pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
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