| 1 |
Mean-Variance Asset-Liability Management in a Non-Markovian Regime-Switching Jump-Diffusion Market with Random Horizon
Sun ZY
Applied Mathematics and Optimization, 84(SUPPL 1), S319, 2021 |
| 2 |
Asset Liquidation Under Drift Uncertainty and Regime-Switching Volatility
Vaicenavicius J
Applied Mathematics and Optimization, 81(3), 757, 2020 |
| 3 |
Mean-Variance Asset-Liability Management Problem Under Non-Markovian Regime-Switching Models
Shen Y, Wei JQ, Zhao Q
Applied Mathematics and Optimization, 81(3), 859, 2020 |
| 4 |
SYSTEMS OF ERGODIC BSDEs ARISING IN REGIME SWITCHING FORWARD PERFORMANCE PROCESSES
Hu Y, Liang GC, Tang SJ
SIAM Journal on Control and Optimization, 58(4), 2503, 2020 |
| 5 |
ERROR ESTIMATES OF PENALTY SCHEMES FOR QUASI-VARIATIONAL INEQUALITIES ARISING FROM IMPULSE CONTROL PROBLEMS
Reisinger C, Zhang YF
SIAM Journal on Control and Optimization, 58(1), 243, 2020 |
| 6 |
OPTIMAL CONTROL OF DEBT-TO-GDP RATIO IN AN N-STATE REGIME SWITCHING ECONOMY
Ferrari G, Rodosthenous N
SIAM Journal on Control and Optimization, 58(2), 755, 2020 |
| 7 |
ON THE BAILOUT DIVIDEND PROBLEM FOR SPECTRALLY NEGATIVE MARKOV ADDITIVE MODELS
Noba K, Perez JL, Yu X
SIAM Journal on Control and Optimization, 58(2), 1049, 2020 |
| 8 |
ANALYSIS OF OPTIMAL CONTROL PROBLEMS FOR HYBRID SYSTEMS WITH ONE STATE VARIABLE
Reddy PV, Schumacher JM, Engwerda JC
SIAM Journal on Control and Optimization, 58(6), 3262, 2020 |
| 9 |
Regime differences and industry heterogeneity of the volatility transmission from the energy price to the PPI
He YD, Lin BQ
Energy, 176, 900, 2019 |
| 10 |
Interfuel Substitution: Evidence from the Markov Switching Minflex Laurent Demand System with BEKK Errors
Serletis A, Au LB
Energy Journal, 40(6), 111, 2019 |
