Person:3300785
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List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Stochastic control of optimized certainty equivalents SIAM Journal on Financial Mathematics | 2022-08-22 | Paper |
| Discrete dividend payments in continuous time Mathematics of Operations Research | 2021-09-14 | Paper |
| Viscosity solutions for controlled McKean-Vlasov jump-diffusions SIAM Journal on Control and Optimization | 2020-07-30 | Paper |
| Optimal dividend policies with random profitability Mathematical Finance | 2020-05-14 | Paper |
Research outcomes over time
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