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Multidimensional investment problem
Christensen, Sören; Salminen, Paavo - In: Mathematics and financial economics 12 (2018) 1, pp. 75-95
Persistent link: https://www.econbiz.de/10011963303
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Backward nonlinear expectation equations
Belak, Christoph; Seiferling, Thomas; Seifried, Frank Thomas - In: Mathematics and financial economics 12 (2018) 1, pp. 111-134
Persistent link: https://www.econbiz.de/10011963319
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A generalized stochastic differential utility driven by G-Brownian motion
Lin, Qian; Tian, Dejian; Tian, Weidong - In: Mathematics and financial economics 14 (2020) 3, pp. 547-576
Persistent link: https://www.econbiz.de/10012240314
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Modelling the industrial production of electric and gas utilities through the CIR3 model
Ceci, Claudia; Bufalo, Michele; Orlando, Giuseppe - In: Mathematics and financial economics 18 (2024) 1, pp. 1-25
Persistent link: https://www.econbiz.de/10015045564
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The perturbation method applied to a robust optimization problem with constraint
Luo, Peng; Schied, Alexander; Xue, Xiaole - In: Mathematics and financial economics 18 (2024) 1, pp. 95-112
Persistent link: https://www.econbiz.de/10015045584
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Valuation of vulnerable options with stochastic corporate liabilities in a mixed fractional Brownian motion environment
Cheng, Panhong; Xu, Zhihong; Dai, Zexing - In: Mathematics and financial economics 17 (2023) 3, pp. 429-455
Persistent link: https://www.econbiz.de/10014381043
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An explicit analytic formula for pricing barrier options with regime switching
Chan, Leunglung; Zhu, Song-Ping - In: Mathematics and financial economics 9 (2015) 1, pp. 29-37
Persistent link: https://www.econbiz.de/10010500699
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An identity of hitting times and its application to the valuation of guaranteed minimum withdrawal benefit
Feng, Runhuan; Volkmer, Hans W. - In: Mathematics and financial economics 10 (2016) 2, pp. 127-149
Persistent link: https://www.econbiz.de/10011485899
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Optimal entry to an irreversible investment plan with non convex costs
De Angelis, Tiziano; Ferrari, Giorgio; Martyr, Randall; … - In: Mathematics and financial economics 11 (2017) 4, pp. 423-454
Persistent link: https://www.econbiz.de/10011900577
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Long-term factorization of affine pricing kernels
Qin, Likuan; Linetsky, Vadim - In: Mathematics and financial economics 11 (2017) 4, pp. 479-498
Persistent link: https://www.econbiz.de/10011900582