E-LIB Suche - Ergebnisse für: Alvarez, Luis H. R.

1

Expected Supremum Representation of the Value of a Singular..:

Alvarez, Luis H. R. ; Matomäki, Pekka
SIAM Journal on Control and Optimization. 55 (2017) 6 - p. 3908-3927 , 2017

Link: https://doi.org/10.1137/..

2

Optimal multi-dimensional stochastic harvesting with densit..:

Alvarez, Luis H. R. ; Lungu, Edward ; Øksendal, Bernt
Afrika Matematika. 27 (2015) 3-4 - p. 427-442 , 2015

Link: https://doi.org/10.1007/..

3

OPTIMAL STOPPING OF THE MAXIMUM PROCESS:

ALVAREZ, LUIS H. R. ; MATOMÄKI, PEKKA
Journal of Applied Probability. 51 (2014) 3 - p. 818-836 , 2014

Link: https://www.jstor.org/st..

4

A Class of Solvable Optimal Stopping Problems of Spectrally..:

Alvarez, Luis H. R. ; Matomäki, Pekka ; Rakkolainen, Teppo A.
SIAM Journal on Control and Optimization. 52 (2014) 4 - p. 2224-2249 , 2014

Link: https://doi.org/10.1137/..

5

Optimal capital accumulation under price uncertainty and co..:

Alvarez, Luis H.R.
Journal of Economic Dynamics and Control. 35 (2011) 10 - p. 1769-1788 , 2011

Link: https://doi.org/10.1016/..

6

Irreversible capital accumulation under interest rate uncer..:

Alvarez, Luis H. R.
Mathematical Methods of Operations Research. 72 (2010) 2 - p. 249-271 , 2010

Link: https://doi.org/10.1007/..

7

MINIMUM GUARANTEED PAYMENTS AND COSTLY CANCELLATION RIGHTS:..:

Alvarez, Luis H. R.
Mathematical Finance. 20 (2010) 4 - p. 733-751 , 2010

Link: https://doi.org/10.1111/..

8

On singular stochastic control and optimal stopping of spec..:

Alvarez, Luis H.R. ; Rakkolainen, Teppo A.
Stochastics. 81 (2009) 1 - p. 55-78 , 2009

Link: https://doi.org/10.1080/..

9

A Class of Solvable Stopping Games:

Alvarez, Luis H. R.
Applied Mathematics and Optimization. 58 (2008) 3 - p. 291-314 , 2008

Link: https://doi.org/10.1007/..

10

Investment timing in presence of downside risk: a certainty..:

Alvarez, Luis H. R. ; Rakkolainen, Teppo A.
Annals of Finance. 6 (2008) 3 - p. 317-333 , 2008

Link: https://doi.org/10.1007/..

11

On the Optimal Stochastic Impulse Control of Linear Diffusi..:

Alvarez, Luis H. R. ; Lempa, Jukka
SIAM Journal on Control and Optimization. 47 (2008) 2 - p. 703-732 , 2008

Link: https://doi.org/10.1137/..

12

Optimal payout policy in presence of downside risk:

Alvarez, Luis H. R. ; Rakkolainen, Teppo A.
Mathematical Methods of Operations Research. 69 (2008) 1 - p. 27-58 , 2008

Link: https://doi.org/10.1007/..

13

Progressive Taxation, Tax Exemption, and Irreversible Inves..:

ALVAREZ, LUIS H. R. ; KOSKELA, ERKKI
Journal of Public Economic Theory. 10 (2008) 1 - p. 149-169 , 2008

Link: https://doi.org/10.1111/..

14

THE FOREST ROTATION PROBLEM WITH STOCHASTIC HARVEST AND AME..:

ALVAREZ, LUIS H.R. ; KOSKELA, ERKKI
Natural Resource Modeling. 20 (2007) 4 - p. 477-509 , 2007

Link: https://doi.org/10.1111/..

15

Taxation and rotation age under stochastic forest stand val..:

Alvarez, Luis H.R. ; Koskela, Erkki
Journal of Environmental Economics and Management. 54 (2007) 1 - p. 113-127 , 2007

Link: https://doi.org/10.1016/..