4. Mathematics
  5. Optimization and Control

Boualem Djehiche

Mathematics – Optimization and Control

Scientist

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KTH Stockolm

A Finite Horizon Optimal Multiple Switching Problem

Mathematics – Probability
Scientific paper

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A maximum principle for relaxed stochastic control of linear SDE's with application to bond portfolio optimization

Mathematics – Optimization and Control
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Large Deviations for Heavy-Tailed Factor Models

Mathematics – Probability
Scientific paper

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Mean-field backward stochastic differential equations: A limit approach

Mathematics – Probability
Scientific paper

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Optimal stopping of expected profit and cost yields in an investment under uncertainty

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Profile ID: LFWR-SCP-P-97086

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