검색결과 : 7건
| No. | Article |
|---|---|
| 1 |
Gambling for Resurrection and the Heat Equation on a Triangle Ankirchner S, Blanchet-Scalliet C, Kazi-Tani N, Zhou C Applied Mathematics and Optimization, 84(3), 3111, 2021 |
| 2 |
A Verification Theorem for Optimal Stopping Problems with Expectation Constraints Ankirchner S, Klein M, Kruse T Applied Mathematics and Optimization, 79(1), 145, 2019 |
| 3 |
A Verification Theorem for Optimal Stopping Problems with Expectation Constraints (vol 79, pg 145, 2019) Ankirchner S, Klein M, Kruse T Applied Mathematics and Optimization, 79(1), 179, 2019 |
| 4 |
OPTIMAL CONTROL OF DIFFUSION COEFFICIENTS VIA DECOUPLING FIELDS Ankirchner S, Fromm A SIAM Journal on Control and Optimization, 56(4), 2959, 2018 |
| 5 |
Controlling the Occupation Time of an Exponential Martingale Ankirchner S, Blanchet-Scalliet C, Jeanblanc M Applied Mathematics and Optimization, 76(2), 415, 2017 |
| 6 |
BSDES WITH SINGULAR TERMINAL CONDITION AND A CONTROL PROBLEM WITH CONSTRAINTS Ankirchner S, Jeanblanc M, Kruse T SIAM Journal on Control and Optimization, 52(2), 893, 2014 |
| 7 |
Multiperiod Mean-Variance Portfolio Optimization via Market Cloning Ankirchner S, Dermoune A Applied Mathematics and Optimization, 64(1), 135, 2011 |