BSDE with Jumps When Mean Reflection Is Nonlinear.
- Published in:
- International Journal of Mathematics & Mathematical Sciences, 2024, v. 2024, p. 1, doi. 10.1155/2024/9963889
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- Article
Works by Mhlanga, Farai Julius
Results: 6
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2
Optimal investment and reinsurance strategies with federal income tax under the Geometric Mean Reversion (GMR) model.
- Published in:
- Journal of Industrial & Management Optimization, 2025, v. 21, n. 5, p. 1, doi. 10.3934/jimo.2024193
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- Publication type:
- Article
3
Optimal investment and reinsurance strategies with federal income tax under the Geometric Mean Reversion (GMR) model.
- Published in:
- Journal of Industrial & Management Optimization, 2025, v. 21, n. 4, p. 1, doi. 10.3934/jimo.2024193
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- Publication type:
- Article
4
Optimal production and regulation of gold mining: A stochastic differential game approach.
- Published in:
- Journal of Industrial & Management Optimization, 2024, v. 20, n. 4, p. 1, doi. 10.3934/jimo.2023131
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- Publication type:
- Article
5
Stochastic differential game strategies in the presence of reinsurance and dividend payout.
- Published in:
- Journal of Industrial & Management Optimization, 2023, v. 19, n. 5, p. 1, doi. 10.3934/jimo.2022099
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- Publication type:
- Article
6
On the sensitivity analysis of energy quanto options.
- Published in:
- Stochastic Analysis & Applications, 2022, v. 40, n. 6, p. 1104, doi. 10.1080/07362994.2021.1984945
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- Publication type:
- Article