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Stochastic dominance efficient sets and stochastic spanning
Arvanitis, Stelios - In: Decisions in economics and finance : a journal of … 44 (2021) 1, pp. 401-409
Persistent link: https://www.econbiz.de/10012587852
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Optimal switching decisions under stochastic volatility with fast mean reversion
Tsekrekos, Andrianos E.; Yannacopoulos, Athanasios N. - In: European journal of operational research : EJOR 251 (2016) 1, pp. 148-157
Persistent link: https://www.econbiz.de/10011446242
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Classical and restricted impulse control for the exchange rate under a stochastic trend model
Runggaldier, Wolfgang J.; Yasuda, Kazuhiro - In: Journal of economic dynamics & control 91 (2018), pp. 369-390
Persistent link: https://www.econbiz.de/10011974210
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Optimal exchange rates management using stochastic impulse control for geometric Lévy processes
Wu, Jinbiao - In: Mathematical methods of operations research 89 (2019) 2, pp. 257-280
Persistent link: https://www.econbiz.de/10012010370
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Optimal fee structure of variable annuities
Wang, Gu; Zou, Bin - In: Insurance / Mathematics & economics 101 (2021) 2, pp. 587-601
Persistent link: https://www.econbiz.de/10012793954
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Nonzero-sum stochastic games and mean-field games with impulse controls
Basei, Matteo; Cao, Haoyang; Guo, Xin - In: Mathematics of operations research 47 (2022) 1, pp. 341-366
Persistent link: https://www.econbiz.de/10013364867
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Robust classical-impulse stochastic control problems in an infinite horizon
Pun, Chi Seng - In: Mathematical methods of operations research : ZOR 96 (2022) 2, pp. 291-312
Persistent link: https://www.econbiz.de/10013455036