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~isPartOf:"Mathematical finance : an international journal of mathematics, statistics and financial theory"
~subject:"Hamilton-Jacobi-Bellman equation"
~subject:"Theory"
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Hamilton-Jacobi-Bellman equation
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Control theory
23
Kontrolltheorie
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Stochastic process
14
Stochastischer Prozess
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Portfolio selection
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5
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Cadenillas, Abel
2
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Evstigneev, Igor V.
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1
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1
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1
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1
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1
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1
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1
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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
27
CESifo working papers
10
Lecture notes in economics and mathematical systems : LNEMS
10
American journal of agricultural economics
9
Macroeconomic dynamics
9
SpringerLink / Bücher
9
CoFE discussion papers
8
Discussion paper series / Zentrum für Finanzen und Ökonometrie, Universität Konstanz
8
Mathematical control theory and finance
8
Mathematical methods of operations research
8
Journal of economic theory
7
Natural resource modeling : the official journal of the Resource Modeling Association
7
Working paper / National Bureau of Economic Research, Inc.
7
Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
6
Economics working paper series ...
6
International journal of productivity and quality management : IJPQM
6
Kiel working paper
6
SSRI working paper
6
Working papers / Universität Bielefeld, Center for Mathematical Economics (IMW)
6
CESifo working papers : the international platform of Ludwig-Maximilians University's Center for Economic Studies and the Ifo Institute
5
Diskussionsarbeit
5
Finance and stochastics
5
International journal of theoretical and applied finance
5
Memorandum from Department of Economics, University of Oslo
5
Volkswirtschaftliche Diskussionsbeiträge
5
Bonn Econ Discussion Papers / BGSE
4
Discussion paper / Centre for Economic Policy Research
4
Dynamic systems, economic growth, and the environment
4
Insurance / Mathematics & economics
4
Journal of monetary economics
4
Memorandum / Department of Economics, University of Oslo
4
Risks : open access journal
4
Working paper series
4
Working papers series / Federal Reserve Bank of San Francisco
4
Discussion paper / B
3
Discussion paper / Center for Economic Research, Tilburg University
3
Diskussionsbeiträge / Fakultät Wirtschaftswissenschaft, FernUniversität in Hagen
3
Economic theory : official journal of the Society for the Advancement of Economic Theory
3
Economics letters
3
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Optioned portfolio selection : models and analysis
Liang, Jianfeng
;
Zhang, Shuzhong
;
Li, Duan
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 569-593
Persistent link: https://www.econbiz.de/10003769015
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2
Guaranteed minimum withdrawal benefit in variable annuities
Dai, Min
;
Kwok, Yue-Kuen
;
Zong, Jianping
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 595-611
Persistent link: https://www.econbiz.de/10003769016
Saved in:
3
A model of optimal consumption under liquidity risk with random trading times
Pham, Huyên
;
Tankov, Peter
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 613-627
Persistent link: https://www.econbiz.de/10003769020
Saved in:
4
Liquidation of a large block of stock with regime switching
Pemy, Moustapha
;
Zhang, Qing
;
Yin, George
- In:
Mathematical finance : an international journal of …
18
(
2008
)
4
,
pp. 629-648
Persistent link: https://www.econbiz.de/10003769023
Saved in:
5
Multidimensional portfolio optimization with proportional transaction costs
Muthuraman, Kumar
;
Kumar, Sunil
- In:
Mathematical finance : an international journal of …
16
(
2006
)
2
,
pp. 301-335
Persistent link: https://www.econbiz.de/10003325969
Saved in:
6
Classical and impulse stochastic control for the optimization of the dividend and risk policies of an insurance firm
Cadenillas, Abel
;
Choulli, Tahir
;
Taskar, Michael
; …
- In:
Mathematical finance : an international journal of …
16
(
2006
)
1
,
pp. 181-202
Persistent link: https://www.econbiz.de/10003336870
Saved in:
7
Maximizing the growth rate under risk constraints
Pirvu, Traian A.
;
Žitković, Gordan
- In:
Mathematical finance : an international journal of …
19
(
2009
)
3
,
pp. 423-455
Persistent link: https://www.econbiz.de/10003882789
Saved in:
8
Risk indifference pricing in jump diffusion markets
Øksendal, Bernt K.
;
Sulem, Agnès
- In:
Mathematical finance : an international journal of …
19
(
2009
)
4
,
pp. 619-637
Persistent link: https://www.econbiz.de/10003937165
Saved in:
9
Mean-variance portfolio optimization with state-dependent risk aversion
Björk, Tomas
;
Murgoci, Agatha
;
Zhou, Xun Yu
- In:
Mathematical finance : an international journal of …
24
(
2014
)
1
,
pp. 1-24
Persistent link: https://www.econbiz.de/10010256230
Saved in:
10
Simulation-based portfolio optimization for large portfolios with transaction costs
Muthuraman, Kumar
;
Zha, Haining
- In:
Mathematical finance : an international journal of …
18
(
2008
)
1
,
pp. 115-134
Persistent link: https://www.econbiz.de/10003643474
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