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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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A mathematical treatment of bank monitoring incentives
Pagès, Henri; Possamaï, Dylan - In: Finance and stochastics 18 (2014) 1, pp. 39-73
Persistent link: https://www.econbiz.de/10010235458
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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
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Multi-dimensional optimal trade execution under stochastic resilience
Horst, Ulrich; Xia, Xiaonyu - In: Finance and stochastics 23 (2019) 4, pp. 889-923
Persistent link: https://www.econbiz.de/10012114663
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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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Optimal risk control for a large corporation in the presence of returns on investments
Højgaard, Bjarne; Taksar, Michael I. - In: Finance and stochastics 5 (2001) 4, pp. 527-547
Persistent link: https://www.econbiz.de/10001614610
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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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An optimal consumption problem in finite time with a constraint on the ruin probability
Grandits, Peter - In: Finance and stochastics 19 (2015) 4, pp. 791-847
Persistent link: https://www.econbiz.de/10011421027
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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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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