Showing results 1 to 5 of 5
| Title | Author(s) | Issue Date | |
|---|---|---|---|
On Optimal Cash Management under a Stochastic Volatility Model Journal:East Asian Journal on Applied Mathematics | 2013 | ||
On Optimal Strategy for Limit Order Book Submission Problems Journal:East Asia Journal of Applied Mathematics | 2016 | ||
Optimal insurance in a changing economy Journal:Mathematical Control and Related Fields | 2014 | ||
Optimal investment-reinsurance with dynamic risk constraint and regime switching Journal:Scandinavian Actuarial Journal | 2013 | ||
Optimal submission problem in a limit order book with VaR constraints Proceeding/Conference:International Joint Conference on Computational Sciences and Optimization Proceedings | 2012 |