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Optimal smooth consumption and annuity design
Bruhn, Kenneth; Steffensen, Mogens - In: Journal of banking & finance 37 (2013) 8, pp. 2693-2701
Persistent link: https://www.econbiz.de/10009776496
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Continuously controlled options : derivatives with added flexibility
Dokučaev, Nikolaj G. - In: International journal of theoretical and applied finance 16 (2013) 1, pp. 1-23
Persistent link: https://www.econbiz.de/10009725089
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Stochastic control of linear and nonlinear econometric models : some computational aspects
Blueschke, D.; Blueschke-Nikolaeva, V.; Neck, Reinhard - In: Computational economics 42 (2013) 1, pp. 107-118
Persistent link: https://www.econbiz.de/10009750433
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On optimal periodic dividend strategies in the dual model with diffusion
Avanzi, Benjamin; Tu, Vincent; Wong, Bernard - In: Insurance / Mathematics & economics 55 (2014), pp. 210-224
Persistent link: https://www.econbiz.de/10010366173
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Comparison of policy functions from the optimal learning and adaptive control frameworks
Amman, Hans M.; Kendrick, David A. - In: Computational Management Science : CMS 11 (2014) 3, pp. 221-235
Persistent link: https://www.econbiz.de/10010385633
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Optimal control of a Brownian production/inventory system with average cost criterion
Wu, Jingchen; Chao, Xiuli - In: Mathematics of operations research 39 (2014) 1, pp. 163-189
Persistent link: https://www.econbiz.de/10010345217
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Optimales Preissetzungsverhalten von Banken am Markt für Zertifikate
2011
Persistent link: https://www.econbiz.de/10008860275
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A computational method for stochastic impulse control problems
Feng, Haolin; Muthuraman, Kumar - In: Mathematics of operations research 35 (2010) 4, pp. 830-850
Persistent link: https://www.econbiz.de/10008823135
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A numerical method for solving stochastic optimal control problems with linear control
Chavanasporn, Walailuck; Ewald, Christian-Oliver - In: Computational economics 39 (2012) 4, pp. 429-446
Persistent link: https://www.econbiz.de/10009540913
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Robust LMI stability, stabilization and H∞ control for premium pricing models with uncertainties into a stochastic discrete-time framework
Pantelous, Athanasios A.; Yang, Lin - In: Insurance / Mathematics & economics 59 (2014), pp. 133-143
Persistent link: https://www.econbiz.de/10010469163