BACCARIN, Stefano
BACCARIN, Stefano
SCIENZE ECONOMICO-SOCIALI E MATEMATICO-STATISTICHE
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Risultati 1 - 16 di 16 (tempo di esecuzione: 0.041 secondi).
A new linear programming formulation for the capital rationing problem
1997-01-01 S. BACCARIN
Alcune osservazioni sui "sistemi lineari di produzione"
1993-01-01 Baccarin, Stefano
CRRA utility maximization over a finite horizon in an exponential Lévy model with finite activity
2024-01-01 Stefano Baccarin
Existence of an infinite-horizon optimal impulse consumption of a geometric brownian motion with variable coefficients
2016-01-01 Baccarin, Stefano
Financial decisions under liquidity constraints
1993-01-01 S. BACCARIN
Optimal consumption of a generalized geometric Brownian motion with fixed and variable intervention costs
2013-01-01 Stefano Baccarin
Optimal consumption of a geometric Brownian motion with strictly positive intervention costs
2007-01-01 S. BACCARIN
Optimal impulse control for a multidimensional cash management system with generalized cost functions
2006-01-01 S. BACCARIN
Optimal impulse control for a multidimensional cash management system with generalized cost functions
2009-01-01 S. BACCARIN
Optimal impulse control for cash management with quadratic holding-penalty costs
2002-01-01 S. BACCARIN
Optimal impulse control of a portfolio with a fixed transaction cost
2014-01-01 Stefano Baccarin; Daniele Marazzina
Optimal impulse control on an unbounded domain with nonlinear cost functions
2006-01-01 S. BACCARIN; S. SANFELICI
Passive portfolio management over a finite horizon with a target liquidation value under transaction costs and solvency constraints
2016-01-01 Baccarin, S.; Marazzina, D.
Portfolio Optimization over a Finite Horizon with Fixed and Proportional Transaction Costs and Liquidity Constraints
2013-01-01 Stefano Baccarin; Daniele Marazzina
Static use of options in dynamic portfolio optimization under transaction costs and solvency constraints
2019-01-01 Stefano Baccarin
Su un problema semideterministico di immunizzazione finanziaria
1998-01-01 S. BACCARIN