Optimal control of linear systems with Markov jumps and multiplicative noises under...

Estimating and control of Markov jump linear systems with partial observation of...

Comparative analysis of option pricing models with mean revertion, jumps and stochastic...

Optimization models for tracking error in investment portfolios

Indefinite quadratic with linear costs optimal control of Markov jump with multiplicative...

Stochastic control techniques in monetary policy

Contingent claim valuation with penalty costs on short selling positions

A statistical approach to model the spot price of electric energy: evidende from...

A generalized CAPM model applied to the determination of the capital cost for the...

Decision-making system in the stock market using machine learning