Bank management via stochastic optimal control (Q2507935): Difference between revisions

@@ Property / cites work @@
+Q4404205
@@ Property / cites work: Q4404205 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3285814
@@ Property / cites work: Q3285814 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3773148
@@ Property / cites work: Q3773148 / rank @@
+Normal rank
@@ Property / cites work @@
+On a sufficient transversality condition for infinite horizon optimal control problems
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Continuous-time stochastic modelling of capital adequacy ratios for banks
+Normal rank
@@ Property / cites work @@
+Necessity of Transversality Conditions for Infinite Horizon Problems
+Normal rank
@@ Property / cites work @@
+Necessity of transversality conditions for stochastic problems.
+Normal rank
@@ Property / cites work @@
+Q4211565
@@ Property / cites work: Q4211565 / rank @@
+Normal rank
@@ Property / cites work @@
+Transversality condition and optimality in a class of infinite horizon continuous time economic models
+Normal rank
@@ Property / cites work @@
+STOCHASTIC APPROACH TO DIVIDEND EQUALIZATION FUND MODELLING AND SOLVENCY
+Normal rank