Pages that link to "Item:Q2507935"
From MaRDI portal
The following pages link to Bank management via stochastic optimal control (Q2507935):
Displaying 29 items.
- Basel III and the net stable funding ratio (Q469847) (← links)
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- Optimal control of credit risk. (Q705353) (← links)
- Risk management under a prudential policy (Q894207) (← links)
- Optimizing asset and capital adequacy management in banking (Q927238) (← links)
- Bank valuation and its connections with the subprime mortgage crisis and basel II capital accord (Q1009441) (← links)
- Did bank capital regulation exacerbate the subprime mortgage crisis? (Q1040167) (← links)
- Bank asset and liability management under uncertainty (Q1290714) (← links)
- A computational model of banks' optimal reserve management policy. (Q1603746) (← links)
- An optimal portfolio and capital management strategy for basel III compliant commercial banks (Q1714722) (← links)
- Stochastic differential game in high frequency market (Q1737914) (← links)
- An application of stochastic control theory to a bank portfolio choice problem (Q1747563) (← links)
- The future of branch cash holdings management is here: new Markov chains (Q1751890) (← links)
- An optimal investment strategy and multiperiod deposit insurance pricing model for commercial banks (Q2336996) (← links)
- Maximizing banking profit on a random time interval (Q2472043) (← links)
- Minimizing banking risk in a Lévy process setting (Q2472045) (← links)
- Subprime mortgage funding and liquidity risk (Q2879048) (← links)
- An optimal investment strategy in bank management (Q3087927) (← links)
- Optimal controllers for bank-to-turn CLOS guidance (Q3328394) (← links)
- An Excursion-Theoretic Approach to Regulator’s Bank Reorganization Problem (Q3450458) (← links)
- An investigation of the theory of bank portfolio allocation within a discrete stochastic framework using optimal control techniques (Q3519707) (← links)
- Evolving economy bank asset‐liability and risk management under uncertainty with hierarchical objectives and nonlinear pricing (Q4432711) (← links)
- The optimal capital structure of a liquidity‐insuring bank (Q4488943) (← links)
- Capital adequacy and risk management in banking industry (Q4628725) (← links)
- Controlling a Bank Model Economy by Sliding Mode Control with Help of Kalman Filter (Q5054356) (← links)
- Operational Risk Management: A Stochastic Control Framework with Preventive and Corrective Controls (Q5144797) (← links)
- (Q5393738) (← links)
- Numerical analysis of the model of optimal savings and borrowing (Q6169119) (← links)
- Temporal deep unfolding for constrained nonlinear stochastic optimal control (Q6595152) (← links)