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Approximation of the Snell Envelope and American Options Prices in dimension one
How to state necessary optimality conditions for control problems with deviating arguments?
Some short elements on hedging credit derivatives
Variational Analysis for the Black and Scholes Equation with Stochastic Volatility
Decision-making of portfolio investment with linear plus double exponential utility function
Step semi-Markov models and application to manpower management
Optimal investment with transaction costs and dividends for an insurer
Convergence in multiscale financial models with non-Gaussian stochastic volatility
http://hub.abes.fr/edp/periodical/ro/2010/volume_44/issue_3/ro0759/w
Multi-time state mean-variance model in continuous time
Alpha-robust mean-variance investment strategy for DC pension plan with uncertainty about jump-diffusion risk
Selection of financing strategies and business modes for a capital-constrained manufacturer
Optimal investment and reinsurance on survival and growth problems for the risk model with common shock dependence
Optimal reinsurance and investment with a common shock and a random exit time
An optimization method to solve a fully intuitionistic fuzzy non-linear separable programming problem
Gain-loss pricing under ambiguity of measure
Static Hedging of Barrier Options with a Smile: An Inverse Problem
An analytical approach for behavioral portfolio model with time discounting preference
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