4. Mathematics
  5. Optimization and Control

Frank Riedel

Mathematics – Optimization and Control

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Finance Without Probabilistic Prior Assumptions

Economy – Quantitative Finance – General Finance
Scientific paper

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Generalized Kuhn-Tucker Conditions for N-Firm Stochastic Irreversible Investment under Limited Resources

Mathematics – Optimization and Control
Scientific paper

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On Equilibrium Prices in Continuous Time

Economy – Quantitative Finance – Pricing of Securities
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