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Mathematical finance : an international journal of mathematics, statistics and financial theory
Journal of economic dynamics & control
27
American journal of agricultural economics
9
Macroeconomic dynamics
9
Mathematical control theory and finance
8
Mathematical methods of operations research
8
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7
Natural resource modeling : the official journal of the Resource Modeling Association
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Cooperative networks : control and optimization ; [6th International Conference on Cooperative Control and Optimization ... February 1 - 3, 2006 in Gainesville, Florida]
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International journal of productivity and quality management : IJPQM
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Cuadernos de economía : publ. del Consejo Superior de Investigaciones Científicas en col. con el Departamento de Teoría Económica de la Universidad de Barcelona
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1
On the fundamental theorem of asset pricing : random constraints and bang-bang no-arbitrage criteria
Evstigneev, Igor V.
;
Schürger, Klaus
;
Taksar, Michael I.
- In:
Mathematical finance : an international journal of …
14
(
2004
)
2
,
pp. 201-221
Persistent link: https://www.econbiz.de/10002032691
Saved in:
2
Calibrating a diffusion pricing model with uncertain volatility: regularization and stability
Samperi, Dominick
- In:
Mathematical finance : an international journal of …
12
(
2002
)
1
,
pp. 71-87
Persistent link: https://www.econbiz.de/10001686213
Saved in:
3
Classical and impulse stochastic control of the exchange rate using interest rates and reserves
Cadenillas, Abel
;
Zapatero, Fernando
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 141-156
Persistent link: https://www.econbiz.de/10002177370
Saved in:
4
Risk-sensitive control and an optimal investment model
Fleming, Wendell Helms
;
Sheu, S. J.
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 197-213
Persistent link: https://www.econbiz.de/10002177557
Saved in:
5
Value preserving strategies and a general framework for local approaches to optimal portfolios
Korn, Ralf
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 227-241
Persistent link: https://www.econbiz.de/10002177631
Saved in:
6
A stochastic control approach to risk management under restricted information
Runggaldier, Wolfgang J.
;
Zaccaria Ruggiu, Annapaola
- In:
Mathematical finance : an international journal of …
10
(
2000
)
2
,
pp. 277-288
Persistent link: https://www.econbiz.de/10002177738
Saved in:
7
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:
8
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:
9
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:
10
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
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