A Stochastic Receding Horizon Control Approach to Constrained Index Tracking James A. PrimbsChang Hwan Sung OriginalPaper 01 July 2008 Pages: 3 - 24
Solving Singular Control from Optimal Switching Xin GuoPascal Tomecek OriginalPaper 04 July 2008 Pages: 25 - 45
Optimal Mortgage Refinancing with Regime Switches Toshio KimuraNaoki Makimoto OriginalPaper 04 July 2008 Pages: 47 - 65
Optimal Hedging of Prediction Errors Using Prediction Errors Yuji Yamada OriginalPaper 01 July 2008 Pages: 67 - 95