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An explicit solution of a nonlinear-quadratic constrained stochastic control problem with jumps : optimal liquidation in dark pools with adverse selection
Kratz, Peter - In: Mathematics of operations research 39 (2014) 4, pp. 1198-1220
Persistent link: https://www.econbiz.de/10010462146
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Optimal investment and consumption for financial markets with jumps under transaction costs
Egorov, Sergei; Pergamenchtchikov, Serguei - In: Finance and stochastics 28 (2024) 1, pp. 123-159
Persistent link: https://www.econbiz.de/10014447608
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Mind the cap!-constrained portfolio optimisation in Heston's stochastic volatility model
Escobar, Marcos; Kschonnek, M.; Zagst, Rudi - In: Quantitative finance 23 (2023) 12, pp. 1793-1813
Persistent link: https://www.econbiz.de/10014452471
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Exhuming Q : market power vs. capital market imperfections
Cooper, Russel John (contributor);  … - 2001 - [Elektronische Ressource]
Persistent link: https://www.econbiz.de/10001546002
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Exhuming Q : market power vs. capital market imperfections
Cooper, Russell W.; Ejarque, João - 2001
Persistent link: https://www.econbiz.de/10001566588
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Bounded rationality, very young financial markets and the EU enlargement
Agapie, Adriana - In: East European transition and EU enlargement : a …, (pp. 1-17). 2002
Persistent link: https://www.econbiz.de/10001686464
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Neural networks and the financial markets : predicting, combining, and portfolio optimisation
Shadbolt, Jimmy (contributor); Taylor, John G. (contributor) - 2002
Persistent link: https://www.econbiz.de/10001665786
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A model for international capital markets closure in an economy with incomplete markets and short sales
Bellalah, Mondher; Zhang, Detao - In: Economic modelling 67 (2017), pp. 316-324
Persistent link: https://www.econbiz.de/10011813834
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Dynamic mixed-item inventory control with limited capital and short-term financing
Bi, Gongbing; Song, Lei; Fei, Yalei - 2020
Persistent link: https://www.econbiz.de/10012165424
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Statistik, Ökonometrie, Optimierung : Methoden und ihre praktische Anwendung in Finanzanalyse und Portfoliomanagement
Poddig, Thorsten; Dichtl, Hubert; Petersmeier, Kerstin - 2000
Persistent link: https://www.econbiz.de/10001446941