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- portfolio-consumption strategies with uncertain parameters and borrowing costs 2019-07-08 Paper Ambiguity aversion and optimal derivative-based pension...10 bytes (16 words) - 14:45, 6 October 2023
- Dynamics 2020-10-29 Paper Irreversible investment with fixed adjustment costs: a stochastic impulse control approach 2019-08-30 Paper Geographic environmental...10 bytes (17 words) - 06:32, 7 October 2023
- of myopic strategies for multi-stock discrete time market with management costs 2009-12-14 Paper On identity theorem for real functions 2009-11-03 Paper...10 bytes (18 words) - 23:29, 9 December 2023
- response values with application to mutual fund performance modeling 2005-06-13 Paper Optimal inventory costs in a complementary flexible manufacturing...10 bytes (18 words) - 20:59, 11 December 2023
- Well-Posedness in the Problem of Optimal Investment and Consumption with Transaction Costs 2014-04-11 Paper Stochastic Perron’s method and verification without smoothness...10 bytes (16 words) - 12:29, 28 January 2024
- impulse control of the diffusion model with reinsurance and fixed transaction costs 2014-06-23 Paper Optimal investment strategy for the DC plan with the return...10 bytes (16 words) - 13:29, 7 October 2023
- issuance strategy in a dual model with fixed and proportional transaction costs 2015-07-22 Paper Optimal investment and excess-of-loss reinsurance problem...10 bytes (17 words) - 03:08, 10 December 2023
- method for pricing European options based on multiple assets with transaction costs 2002-09-04 Paper Quadratically convergent method for simultaneously approaching...10 bytes (19 words) - 18:50, 9 December 2023
- de/entity/Q3367565 2006-01-24 Paper Hedge fund performance appraisal using data envelopment analysis 2005-09-02 Paper Allocation of shared costs among decision making units:...10 bytes (17 words) - 21:51, 10 December 2023
- problems with transactions costs 2005-11-01 Paper Optimal consumption and investment problems under GARCH with transaction costs 2005-06-16 Paper https://portal...10 bytes (16 words) - 10:30, 6 October 2023
- approach to optimal dividend policies with capital injections and transaction costs 2017-04-21 Paper Optimal reinsurance under dynamic VaR constraint 2016-12-14...10 bytes (16 words) - 06:00, 7 October 2023
- riskless assets with transaction costs and proportional reinsurance 2018-06-21 Paper Target-Bequest Investment and Insurance Fund 2018-06-20 Paper Annuitization...10 bytes (18 words) - 11:58, 6 October 2023
- Nonzero-sum constrained discrete-time Markov games: the case of unbounded costs 2016-05-23 Paper Constrained semi-Markov decision processes with ratio and...10 bytes (16 words) - 10:59, 7 October 2023
- method for pricing European options based on multiple assets with transaction costs 2002-09-04 Paper https://portal.mardi4nfdi.de/entity/Q4495341 2002-04-08...10 bytes (17 words) - 02:17, 10 December 2023
- Transportation and Deterioration to Minimize Total Completion Time and Production Costs 2017-08-21 Paper An axiomatic approach to approximation-consistency of triangular...10 bytes (17 words) - 00:27, 10 December 2023
- Paper A value-adding approach to reliability under preventive maintenance costs and its applications 2014-10-24 Paper A multi-period stochastic portfolio...10 bytes (19 words) - 22:00, 9 December 2023
- de/entity/Q4237078 1999-03-29 Paper Optimal Index Tracking Under Transaction Costs and Impulse Control 1998-12-28 Paper https://portal.mardi4nfdi.de/entity/Q4211565...10 bytes (17 words) - 07:40, 7 October 2023
- mardi4nfdi.de/entity/Q5226697 2019-08-01 Paper Conic asset pricing and the costs of price fluctuations 2019-06-18 Paper Nonlinear equity valuation using conic...10 bytes (19 words) - 04:18, 9 December 2023
- Optimal dividend strategies with time-inconsistent preferences and transaction costs in the Cramér-Lundberg model 2017-05-24 Paper Optimal Sharpe ratio in continuous-time...10 bytes (16 words) - 09:32, 25 September 2023
- Markov chains with non-exponential discounting and distribution-dependent costs 2021-07-07 Paper Switching diffusions with mean-field interactions: limit...10 bytes (18 words) - 14:29, 6 October 2023
