Found 12 Documents (Results 1–12)
Optimal control in linear-quadratic stochastic advertising models with memory. (English) Zbl 07890800
Hedging and the regret theory of the firm. (English) Zbl 07890799
MSC:
91G50
Variance of entropy for testing time-varying regimes with an application to meme stocks. (English) Zbl 07890798
The power of derivatives in portfolio optimization under affine GARCH models. (English) Zbl 07890795
Fundamental theorem of asset pricing under fixed and proportional costs in multi-asset setting and finite probability space. (English) Zbl 07890794
The impact of a winner takes all tournament on managers’ strategies and asset mispricing. (English) Zbl 07890793
Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model. (English) Zbl 07890791
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