Cały tom
Tom 122 , 2020Spis treści
On the relative value iteration with a risk-sensitive criterion
Markov decision processes under ambiguity
From small markets to big markets
Time-inconsistent stopping, myopic adjustment and equilibrium stability: with a mean-variance application
Bellman equations for scalar linear convex stochastic control problems
Markovian short rates in multidimensional term structure Lévy models
Guiding the guiders: Foundations of a market-driven theory of disclosure
Asymptotic behavior of the cross-dependence measures for bidimensional AR(1) model with $\alpha $-stable noise
On the minimax theorem for the space of probability measures on metric spaces
Revisiting linear and lognormal stochastic volatility models
Ergodic impulse control with constraint: locally compact case
Super-replication on illiquid markets—semistatic approach
Pairs trading: an optimal selling rule under a regime switching model
Switching diffusions with mean-field interactions: limit results, maximum principle, and non-Markov systems
$L^p$-theory of forward-backward stochastic differential equations
On the parabolic equation for portfolio problems