BACCARIN, Stefano

BACCARIN, Stefano  

SCIENZE ECONOMICO-SOCIALI E MATEMATICO-STATISTICHE  

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