Suchergebnisse

On the adaptation of the Lagrange formalism to continuous time stochastic optimal control: A Lagrange-Chow redux

In: Journal of economic dynamics & control, Band 162, S. 104855

ISSN: 0165-1889

Continuous Time Stochastic Optimal Control: Lagrange-Chow Redux

Real Options, Risk Aversion and Markets: A Corporate Finance Perspective

On Aspects of Inflation in the Context of Commodity and Futures Market

Hedge fund seeding via fees-for-seed swaps under idiosyncratic risk

In: Journal of economic dynamics & control, Band 71, S. 45-59

ISSN: 0165-1889

On increasing risk, inequality and poverty measures: Peacocks, lyrebirds and exotic options

In: Journal of economic dynamics & control, Band 59, S. 22-36

ISSN: 0165-1889

Privatization of businesses and flexible investment: a real option approach

In: Decisions in economics and finance: a journal of applied mathematics, Band 35, Heft 1, S. 75-89

ISSN: 1129-6569, 2385-2658

A new Technique for Calibrating Stochastic Volatility Models: The Malliavin Gradient Method

In: Quantitative Finance, Band 6, Heft 2, S. 147-158

The Role of News Sentiment in Salmon Price Prediction Using Deep Learning

In: JCOMM-D-24-00050

Analytic solutions for infinite horizon stochastic optimal control problems via finite horizon approximation: A practical guide

In: Mathematical social sciences, Band 61, Heft 3, S. 146-151

A stochastic differential Fishery game for a two species fish population with ecological interaction

In: Journal of economic dynamics & control, Band 34, Heft 5, S. 844-857

ISSN: 0165-1889

Irreversible investment with Cox–Ingersoll–Ross type mean reversion

In: Mathematical social sciences, Band 59, Heft 3, S. 314-318

Dynamic voluntary provision of public goods with uncertainty: a stochastic differential game model

In: Decisions in economics and finance: a journal of applied mathematics, Band 33, Heft 2, S. 97-116

ISSN: 1129-6569, 2385-2658

An RBSDE based Monte Carlo method for solving optimal stopping problems under parameter uncertainty

Sharing of Longevity Basis Risk in Pension Schemes With Income-Drawdown Guarantees