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Optimal bank management under capital and liquidity constraints
Astic, Fabian; Tourin, Agnès - In: Journal of financial engineering 1 (2014) 3, pp. 1-21
Persistent link: https://www.econbiz.de/10010508026
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On the optimal wealth process in a log-normal market : applications to risk management
Monin, Philip; Zariphopoulou-Souganidis, Thaleia - In: Journal of financial engineering 1 (2014) 2, pp. 1-37
Persistent link: https://www.econbiz.de/10010508086