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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-116
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008785538
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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://ebvufind01.dmz1.zbw.eu/10008824131
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Optimal reduction of public debt under partial observation of the economic growth
Callegaro, Giorgia; Ceci, Claudia; Ferrari, Giorgio - In: Finance and stochastics 24 (2020) 4, pp. 1083-1132
Persistent link: https://ebvufind01.dmz1.zbw.eu/10012518165
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Optimal reinsurance via BSDEs in a partially observable model with jump clusters
Brachetta, Matteo; Callegaro, Giorgia; Ceci, Claudia; … - In: Finance and stochastics 28 (2024) 2, pp. 453-495
Persistent link: https://ebvufind01.dmz1.zbw.eu/10015130335