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A Stochastic Calculus Model of...
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Pliska, Stanley R.
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ECONIS (ZBW)
RePEc
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9
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1
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The ʺPolish-American armyʺ 1917-1921
Pliska, Stanley R.
- In:
The Polish review : a quarterly publication by the …
10
(
1965
)
3
,
pp. 46-59
Persistent link: https://www.econbiz.de/10002656716
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2
Supply of storage theory and commodity equilibrium prices with stochastic production
Pliska, Stanley R.
- In:
American journal of agricultural economics
55
(
1973
)
4,1
,
pp. 653-658
Persistent link: https://www.econbiz.de/10002656721
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3
Optimization of multitype branching processes
Pliska, Stanley R.
- In:
Management science : journal of the Institute for …
23
(
1976
)
2
,
pp. 117-124
Persistent link: https://www.econbiz.de/10003651672
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4
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
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5
Risk sensitive asset allocation
Bielecki, Tomasz R.
;
Pliska, Stanley R.
;
Sherris, Michael
- In:
Journal of economic dynamics & control
24
(
2000
)
8
,
pp. 1145-1177
Persistent link: https://www.econbiz.de/10001474593
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6
Risk sensitive asset management with transaction costs
Bielecki, Tomasz R.
;
Pliska, Stanley R.
- In:
Finance and stochastics
4
(
2000
)
1
,
pp. 1-33
Persistent link: https://www.econbiz.de/10001486618
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7
Discrete versus continuous trading in securities markets with net worth constraints
Back, Kerry E.
;
Pliska, Stanley R.
-
1986
Persistent link: https://www.econbiz.de/10000996046
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8
Optimal trading of a security when there are taxes and transaction costs
Cadenillas, Abel
;
Pliska, Stanley R.
- In:
Finance and stochastics
3
(
1999
)
2
,
pp. 137-165
Persistent link: https://www.econbiz.de/10001367012
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9
Optimal portfolio management with fixed transaction costs
Morton, Andrew J.
- In:
Mathematical finance : an international journal of …
5
(
1995
)
4
,
pp. 337-356
Persistent link: https://www.econbiz.de/10001189277
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10
Kalman filter estimation for valuing nontrading securities, with applications to the MMI cash-future spread on October 19 and 20, 1987
Bassett, Gilbert W.
- In:
Review of quantitative finance and accounting
1
(
1991
)
2
,
pp. 135-151
Persistent link: https://www.econbiz.de/10001107382
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