321 - 323 |
Special issue on stochastic control methods in financial engineering Pasik-Duncan B, Elliott R, Davis M |
326 - 337 |
Optimal portfolio and consumption policies subject to Rishel's important jump events model: Computational methods Hanson FB, Westman JJ |
338 - 348 |
Estimating stochastic volatility via filtering for the micromovement of asset prices Zeng Y |
349 - 360 |
Markowitz's mean-variance portfolio selection with regime switching: From discrete-time models to their continuous-time limits Yin G, Zhou XY |
361 - 373 |
Modeling of the defaultable term structure: Conditionally Markov approach Bielecki TR, Rutkowski M |
374 - 385 |
Valuation of American options via basis functions Lai TL, Wong SPS |
386 - 395 |
Pathwise optimality for benchmark tracking Pra PD, Runggaldier WJ, Tolotti M |
396 - 408 |
Mean-variance hedging and stochastic control: Beyond the Brownian setting Bobrovnytska O, Schweizer M |
409 - 419 |
Stochastic target hitting time and the problem of early retirement Boda K, Filar JA, Lin YL, Spanjers L |
420 - 432 |
Risk-sensitive ICAPM with application to fixed-income management Bielecki TR, Pliska SR |
433 - 441 |
Remarks on the pricing of contingent claims under constraints Bensoussan A |
442 - 447 |
Portfolio optimization with Markov-modulated stock prices and interest rates Bauerle N, Rieder U |
447 - 457 |
Risk control over bankruptcy in dynamic portfolio selection: A generalized mean-variance formulation Zhu SS, Li D, Wang SY |
457 - 464 |
Risk-sensitive portfolio optimization with completely and partially observed factors Stettner L |