The following pages link to Abel Cadenillas (Q513082):
Displaying 29 items.
- Explicit formula for the optimal government debt ceiling (Q513084) (← links)
- Investors' preference for a positive tax rate depends on the level of the interest rate (Q926393) (← links)
- Risk-hedging in real estate markets (Q1044236) (← links)
- Optimal trading of a security when there are taxes and transaction costs (Q1297916) (← links)
- Optimal Central Bank intervention in the foreign exchange market (Q1306767) (← links)
- (Q1379950) (redirect page) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- A stochastic maximum principle for systems with jumps, with applications to finance. (Q1853443) (← links)
- Consumption-investment problems with transaction costs: Survey and open problems (Q1974021) (← links)
- Classical and singular stochastic control for the optimal dividend policy when there is regime switching (Q2276241) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Optimal investment and risk control policies for an insurer: expected utility maximization (Q2513618) (← links)
- Explicit solutions of optimal consumption, investment and insurance problems with regime switching (Q2513631) (← links)
- Optimal insurance contracts for a shot-noise Cox claim process and persistent insured's actions (Q2685515) (← links)
- Classical and Impulse Stochastic Control of the Exchange Rate Using Interest Rates and Reserves (Q2707139) (← links)
- Government Debt Control: Optimal Currency Portfolio and Payments (Q2795864) (← links)
- (Q2928744) (← links)
- Optimal Control of a Mean-Reverting Inventory (Q3098332) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
- Free Cash Flow and Managerial Entrenchment: A Continuous-Time Stochastic Control-Theoretic Model (Q3394932) (← links)
- OPTIMAL DIVIDEND POLICY WITH MEAN-REVERTING CASH RESERVOIR (Q3446060) (← links)
- Entrepreneurial Decisions on Effort and Project with a Nonconcave Objective Function (Q3465939) (← links)
- A NOTE ON THE EFFECTS OF TAXES ON OPTIMAL INVESTMENT (Q3502160) (← links)
- The Stochastic Maximum Principle for Linear, Convex Optimal Control with Random Coefficients (Q4698801) (← links)
- The stochastic maximum principle for a singular control problem (Q4849475) (← links)
- Optimal Production Management When Demand Depends on the Business Cycle (Q5166265) (← links)
- Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs (Q5410806) (← links)
- (Q5423774) (← links)
- CLASSICAL AND IMPULSE STOCHASTIC CONTROL FOR THE OPTIMIZATION OF THE DIVIDEND AND RISK POLICIES OF AN INSURANCE FIRM (Q5472784) (← links)
