| nr |
titel |
auteur |
tijdschrift |
jaar |
jaarg. |
afl. |
pagina('s) |
type |
| 1 |
An Indefinite Stochastic Linear Quadratic Optimal Control Problem with Delay and Related Forward–Backward Stochastic Differential Equations
|
Li, Na
|
|
2018
|
179 |
2 |
p. 722-744
|
artikel
|
| 2 |
An Optimal Strategy for Pairs Trading Under Geometric Brownian Motions
|
Tie, Jingzhi
|
|
2017
|
179 |
2 |
p. 654-675
|
artikel
|
| 3 |
A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model with Delay and an Application to Finance
|
Savku, Emel
|
|
2017
|
179 |
2 |
p. 696-721
|
artikel
|
| 4 |
Moral Hazard Under Ambiguity
|
Mastrolia, Thibaut
|
|
2018
|
179 |
2 |
p. 452-500
|
artikel
|
| 5 |
Necessary and Sufficient Optimality Conditions for Regular–Singular Stochastic Differential Games with Asymmetric Information
|
Wang, Yan
|
|
2018
|
179 |
2 |
p. 501-532
|
artikel
|
| 6 |
On the Bail-Out Optimal Dividend Problem
|
Pérez, José-Luis
|
|
2018
|
179 |
2 |
p. 553-568
|
artikel
|
| 7 |
On the Optimal Dividend Problem in the Dual Model with Surplus-Dependent Premiums
|
Marciniak, Ewa
|
|
2017
|
179 |
2 |
p. 533-552
|
artikel
|
| 8 |
Pricing Bounds for Volatility Derivatives via Duality and Least Squares Monte Carlo
|
Guo, Ivan
|
|
2017
|
179 |
2 |
p. 598-617
|
artikel
|
| 9 |
Rebalancing Multiple Assets with Mutual Price Impact
|
Guasoni, Paolo
|
|
2018
|
179 |
2 |
p. 618-653
|
artikel
|
| 10 |
Some Results on Skorokhod Embedding and Robust Hedging with Local Time
|
Claisse, Julien
|
|
2017
|
179 |
2 |
p. 569-597
|
artikel
|
| 11 |
Special Issue: Optimization and Stochastic Control in Finance, Journal of Optimization Theory and Applications
|
Bouchard, Bruno
|
|
2018
|
179 |
2 |
p. 363-365
|
artikel
|
| 12 |
Stochastic Accelerated Alternating Direction Method of Multipliers with Importance Sampling
|
Chen, Chenxi
|
|
2018
|
179 |
2 |
p. 676-695
|
artikel
|
| 13 |
Systemic Risk and Interbank Lending
|
Sun, Li-Hsien
|
|
2017
|
179 |
2 |
p. 400-424
|
artikel
|
| 14 |
Systemic Risk and Stochastic Games with Delay
|
Carmona, René
|
|
2018
|
179 |
2 |
p. 366-399
|
artikel
|
| 15 |
Variational Formulation of a General Equilibrium Model with Incomplete Financial Markets and Numeraire Assets: Existence
|
Donato, Maria Bernadette
|
|
2018
|
179 |
2 |
p. 425-451
|
artikel
|
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