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On traveling wave solutions to the optimal investment problem with range constraints

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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On using shadow prices in portfolio optimization with transaction costs

Economy – Quantitative Finance – Computational Finance
Scientific paper

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On utility maximization under convex portfolio constraints

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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On-line trading as a renewal process: Waiting time and inspection paradox

Economy – Quantitative Finance – Statistical Finance
Scientific paper

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One-Dimensional Pricing of CPPI

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Open for business: A New Approach to Commercialisation of the International Space Station

Economy – Quantitative Finance – Risk Management
Scientific paper

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Operational Collision Risk Management - Evaluating and Mitigating High-Risk Conjunction Events

Economy – Quantitative Finance – Risk Management
Scientific paper

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Optimal closing of a pair trade with a model containing jumps

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Optimal Constrained Investment in the Cramer-Lundberg model

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Optimal consumption and investment for markets with random coefficients

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Optimal consumption and investment with bounded downside risk for power utility functions

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Optimal consumption and investment with bounded downside risk measures for logarithmic utility functions

Economy – Quantitative Finance – Portfolio Management
Scientific paper

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Optimal control of a big financial company with debt liability under bankrupt probability constraints

Economy – Quantitative Finance – Risk Management
Scientific paper

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Optimal cross hedging for insurance derivatives

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Optimal decision under ambiguity for diffusion processes

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Optimal dividend and investing control of a insurance company with higher solvency constraints

Economy – Quantitative Finance – Risk Management
Scientific paper

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Optimal Dividend and reinsurance strategy of a Property Insurance Company under Catastrophe Risk

Economy – Quantitative Finance – Risk Management
Scientific paper

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Optimal dividend distribution under Markov-regime switching

Economy – Quantitative Finance – General Finance
Scientific paper

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Optimal dual martingales, their analysis and application to new algorithms for Bermudan products

Economy – Quantitative Finance – Computational Finance
Scientific paper

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Optimal execution and price manipulations in time-varying limit order books

Economy – Quantitative Finance – Trading and Market Microstructure
Scientific paper

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