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  1. De Angelis, Tiziano [Author]; Gensbittel, Fabien [Author]; Villeneuve, Stéphane [Author]

    Nash equilibria for dividend distribution with competition

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    [Toulouse]: [Toulouse School of Economics], December 2023

    Published in: Toulouse School of Economics: Working papers ; 1495

  2. Xing, Haipeng [Author]

    A singular stochastic control approach for optimal pairs trading with proportional transaction costs

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    2022

    Published in: Journal of risk and financial management ; 15(2022), 4 vom: Apr., Artikel-ID 147, Seite 1-23

  3. Chan, Leunglung [Author]; Zhu, Song-Ping [Author]

    An analytic approach for pricing American options with regime switching

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    2021

    Published in: Journal of risk and financial management ; 14(2021), 5 vom: Mai, Artikel-ID 188, Seite 1-20

  4. Aki, Gonca [Author]; Daube, Johannes [Author]; Dreyer, Wolfgang [Author]; Giesselmann, Jan [Author]; Kränkel, Mirko [Author]; Kraus, Christiane [Author]

    A diffuse interface model for quasi-incrompressible flows : sharp interface limits and numerics - [published Version]

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    Berlin : Weierstraß-Institut für Angewandte Analysis und Stochastik, 2012