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~isPartOf:"Mathematical methods of operations research"
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Mathematical methods of operations research
Discussion Papers / Center for Mathematical Studies in Economics and Management Science (CMS-EMS), Kellogg Graduate School of Management
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Discussion Paper
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The review of financial studies
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Econometrica : journal of the Econometric Society, an internat. society for the advancement of economic theory in its relation to statistics and mathematics
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Journal of economic dynamics & control
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Economics letters
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Mathematical finance : an international journal of mathematics, statistics and financial theory
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Discussion paper / Center for Mathematical Studies in Economics and Management Science, Northwestern University
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Stochastic Processes and their Applications
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Advances in finance and stochastics : essays in honour of Dieter Sondermann
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American journal of agricultural economics
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Annual Review of Financial Economics
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Annual review of financial economics
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Applied stochastic control in econometrics and management science
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Boston University Questrom School of Business Research Paper
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Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Tomasz
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10006626467
Saved in:
2
Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management
Bielecki, Thomas
;
Hernández-Hernández, Daniel
; …
- In:
Mathematical methods of operations research
50
(
1999
)
2
,
pp. 167-188
Persistent link: https://www.econbiz.de/10001428073
Saved in:
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