Stochastic Optimal Control for Online Seller under Reputational Mechanisms

Author： Bradonjić Milan   Causley Matthew   Cohen Albert  

Publisher： MDPI

E-ISSN： 2227-9091|3|4|553-572

ISSN： 2227-9091

Source： Risks, Vol.3, Iss.4, 2015-12, pp. : 553-572

Access to resources Favorite

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract

Related content

A Unified Pricing of Variable Annuity Guarantees under the Optimal Stochastic Control Framework

By Shevchenko Pavel V.   Luo Xiaolin  

Risks, Vol. 4, Iss. 3, 2016-07 ,pp. : 22-22

MDPI

Access to resources Recommend Favorite

Optimal Investment under Cost Uncertainty

By Detemple Jerome   Kitapbayev Yerkin  

Risks, Vol. 6, Iss. 1, 2018-01 ,pp. : 5-5

MDPI

Access to resources Recommend Favorite

Numerical Simulation of the Heston Model under Stochastic Correlation

By Teng Long   Ehrhardt Matthias   Günther Michael  

International Journal of Financial Studies, Vol. 6, Iss. 1, 2017-12 ,pp. : 3-3

MDPI

Access to resources Recommend Favorite

Worst-Case Portfolio Optimization under Stochastic Interest Rate Risk

By Engler Tina   Korn Ralf  

Risks, Vol. 2, Iss. 4, 2014-12 ,pp. : 469-488

MDPI

Access to resources Recommend Favorite

Risk Management of Interest Rate Derivative Portfolios: A Stochastic Control Approach

By Kiriakopoulos Konstantinos   Koulis Alexandros  

Journal of Risk and Financial Management, Vol. 7, Iss. 4, 2014-10 ,pp. : 130-149

MDPI

Access to resources Recommend Favorite