Cohen, Asaf; Young, Virginia R. Optimal dividend problem: asymptotic analysis. (English) Zbl 1464.91068 SIAM J. Financ. Math. 12, No. 1, 29-46 (2021). MSC: 91G05 93E20 60G99 PDF BibTeX XML Cite \textit{A. Cohen} and \textit{V. R. Young}, SIAM J. Financ. Math. 12, No. 1, 29--46 (2021; Zbl 1464.91068) Full Text: DOI arXiv OpenURL
van Staden, Pieter M.; Dang, Duy-Minh; Forsyth, Peter A. On the distribution of terminal wealth under dynamic mean-variance optimal investment strategies. (English) Zbl 1465.91102 SIAM J. Financ. Math. 12, No. 2, 566-603 (2021). MSC: 91G10 93E20 PDF BibTeX XML Cite \textit{P. M. van Staden} et al., SIAM J. Financ. Math. 12, No. 2, 566--603 (2021; Zbl 1465.91102) Full Text: DOI OpenURL
Ruf, Johannes; Xie, Kangjianan The impact of proportional transaction costs on systematically generated portfolios. (English) Zbl 1452.91291 SIAM J. Financ. Math. 11, No. 3, 881-896 (2020). MSC: 91G10 PDF BibTeX XML Cite \textit{J. Ruf} and \textit{K. Xie}, SIAM J. Financ. Math. 11, No. 3, 881--896 (2020; Zbl 1452.91291) Full Text: DOI arXiv OpenURL
Ceci, Claudia; Colaneri, Katia; Frey, Rüdiger; Köck, Verena Value adjustments and dynamic hedging of reinsurance counterparty risk. (English) Zbl 1448.91258 SIAM J. Financ. Math. 11, No. 3, 788-814 (2020). MSC: 91G05 91G40 PDF BibTeX XML Cite \textit{C. Ceci} et al., SIAM J. Financ. Math. 11, No. 3, 788--814 (2020; Zbl 1448.91258) Full Text: DOI arXiv OpenURL
Huang, Yao Tung; Zeng, Pingping; Kwok, Yue Kuen Optimal initiation of guaranteed lifelong withdrawal benefit with dynamic withdrawals. (English) Zbl 1407.91138 SIAM J. Financ. Math. 8, 804-840 (2017). MSC: 91B30 49J30 65T50 PDF BibTeX XML Cite \textit{Y. T. Huang} et al., SIAM J. Financ. Math. 8, 804--840 (2017; Zbl 1407.91138) Full Text: DOI OpenURL
Bayraktar, Erhan; Promislow, S. David; Young, Virginia R. Purchasing term life insurance to reach a bequest goal while consuming. (English) Zbl 1339.91105 SIAM J. Financ. Math. 7, 183-214 (2016). MSC: 91G10 91B30 49L20 35Q91 PDF BibTeX XML Cite \textit{E. Bayraktar} et al., SIAM J. Financ. Math. 7, 183--214 (2016; Zbl 1339.91105) Full Text: DOI arXiv OpenURL
Kolkiewicz, Adam W. On suboptimality of delta hedging for Asian options. (English) Zbl 1315.91064 SIAM J. Financ. Math. 6, 352-385 (2015). MSC: 91G20 60H30 62P05 PDF BibTeX XML Cite \textit{A. W. Kolkiewicz}, SIAM J. Financ. Math. 6, 352--385 (2015; Zbl 1315.91064) Full Text: DOI OpenURL