3 Treffer für Schlagwort = "Stochastik"

• On an integral equation for the free boundary of stochastic, irreversible investment problems Ferrari, Giorgio Bielefeld : IMW - Bielefeld University, November 2012

• Optimal dividends under Markov-modulated bankruptcy level Ferrari, Giorgio ; Schuhmann, Patrick ; Zhu, Shihao Bielefeld : Center for Mathematical Economics (IMW), Bielefeld University, November 2021

• Viability and arbitrage under Knightian Uncertainty Burzoni, M. ; Riedel, Frank ; Soner, Halil Mete Bielefeld : Center for Mathematical Economics (IMW), July 2017