Sfoglia per Autore  BACCARIN, Stefano

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Titolo Data di pubblicazione Autore(i) File
CRRA utility maximization over a finite horizon in an exponential Lévy model with finite activity 2024 Stefano Baccarin
Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints 2019 Stefano Baccarin
Existence of an infinite-horizon optimal impulse consumption of a geometric brownian motion with variable coefficients 2016 Baccarin, Stefano
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints 2016 Baccarin, S.; Marazzina, D.
Optimal impulse control of a portfolio with a fixed transaction cost 2014 Stefano Baccarin; Daniele Marazzina
Portfolio Optimization over a Finite Horizon with Fixed and Proportional Transaction Costs and Liquidity Constraints 2013 Stefano Baccarin; Daniele Marazzina
Optimal consumption of a generalized geometric Brownian motion with fixed and variable intervention costs 2013 Stefano Baccarin
Optimal impulse control for a multidimensional cash management system with generalized cost functions 2009 S. BACCARIN
Optimal consumption of a geometric Brownian motion with strictly positive intervention costs 2007 S. BACCARIN
Optimal impulse control for a multidimensional cash management system with generalized cost functions 2006 S. BACCARIN
Optimal impulse control on an unbounded domain with nonlinear cost functions 2006 S. BACCARIN; S. SANFELICI
Optimal impulse control for cash management with quadratic holding-penalty costs 2002 S. BACCARIN
Su un problema semideterministico di immunizzazione finanziaria 1998 S. BACCARIN
A new linear programming formulation for the capital rationing problem 1997 S. BACCARIN
Alcune osservazioni sui "sistemi lineari di produzione" 1993 Baccarin, Stefano
Financial decisions under liquidity constraints 1993 S. BACCARIN
Mostrati risultati da 1 a 16 di 16
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