I. M. Schoeman

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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!

PublicationDate of PublicationType
Stochastic control of credit default insurance for subprime residential mortgage-backed securities
Optimal Control Applications & Methods
2014-11-24Paper
Subprime risk and insurance with regret
Discrete Dynamics in Nature and Society
2011-02-09Paper
Optimal mortgage loan securitization and the subprime crisis
Optimization Letters
2010-01-29Paper
Did bank capital regulation exacerbate the subprime mortgage crisis?
Discrete Dynamics in Nature and Society
2009-11-23Paper
Optimal allocation between bank loans and treasuries with regret
Optimization Letters
2008-09-04Paper
Maximizing banking profit on a random time interval
Journal of Applied Mathematics
2008-02-20Paper
An application of stochastic optimization theory to institutional finance2007-10-29Paper
Operator valued integral multiplier functions
Quaestiones Mathematicae
2007-05-18Paper
On operator valued sequences of multipliers and \(R\)-boundedness
Journal of Mathematical Analysis and Applications
2007-02-12Paper


Research outcomes over time


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