논문 및 연구활동 |
- 연구활동(주요논문)
-
[논문]
Abel Cadenillas, Luz R. Sotomayor,
Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs
, STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
(May, 2013)
-
[논문]
Abel Cadenillas, Michael Pinedo, Peter Lakner,
Optimal production management when demand depends on the business cycle
, OPERATIONS RESEARCH
, pp.1
-17
(Mar, 2013)
-
[논문]
Abel Cadenillas, L.R. Sotomayor,
Classical and singular stochastic control for the optimal dividend policy when there is regime switching
, Insurance: Mathematics and Economics
, pp.344
-354
(May, 2011)
-
[논문]
Abel Cadenillas, Peter Lakner, Michael Pinedo,
Optimal Control of a Mean-Reverting Inventory
, OPERATIONS RESEARCH
, pp.1
-14
(Nov, 2010)
- 국제학술논문지
-
[논문]
Abel Cadenillas, Luz R. Sotomayor,
Stochastic impulse control with regime switching for the optimal dividend policy when there are business cycles, taxes and fixed costs
, STOCHASTICS-AN INTERNATIONAL JOURNAL OF PROBABILITY AND STOCHASTIC PROCESSES
(May, 2013)
-
[논문]
Abel Cadenillas, Michael Pinedo, Peter Lakner,
Optimal production management when demand depends on the business cycle
, OPERATIONS RESEARCH
, pp.1
-17
(Mar, 2013)
-
[논문]
Abel Cadenillas, L.R. Sotomayor,
Classical and singular stochastic control for the optimal dividend policy when there is regime switching
, Insurance: Mathematics and Economics
, pp.344
-354
(May, 2011)
-
[논문]
Abel Cadenillas, Peter Lakner, Michael Pinedo,
Optimal Control of a Mean-Reverting Inventory
, OPERATIONS RESEARCH
, pp.1
-14
(Nov, 2010)
- 국제학술발표
-
[학술회의]
Abel Cadenillas, 구형건, 성재영, Alain Bensoussan,
An Equilibrium Loan Contract Under Moral Hazard in Continuous-time
, The First Asian Quantitative Finance Conference
(Jan, 2013)
-
[학술회의]
Abel Cadenillas, Alain Bensoussan, 구형건, 성재영,
An Equilibrium Loan Contract Under Moral Hazard in Continuous-time
, Analysis and Control of Stochastic Paritial Differential Equations
(Dec, 2012)
- 저서 및 번역
-
[저서]
구형건, Abel Cadenillas, Alain Bensoussan, Shanjian Tang, Zengjing Chen, 배형옥, 성재영, 심규철, 이기섭, 현종석, Hoe,
New Trends in Financial Engineering, Works under the Auspices of the World Class University Program of Ajou University
(Aug, 2011)
|