Decisions in Economics and Finance

1978 - 2025

Current editor(s): Paolo Ghirardato

From:
Springer
Associazione per la Matematica
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Volume 46, issue 2, 2023

Dini and Hadamard directional derivatives in multiobjective optimization: an overview of some results pp. 355-377

Giorgio Giorgi, Bienvenido Jiménez and Vicente Novo

The insider trading problem in a jump-binomial model pp. 379-413

Hélène Halconruy

Laplace transforms of stochastic integrals and the pricing of Bermudan swaptions pp. 415-460

Lars Palapies

On statistical indistinguishability of complete and incomplete discrete time market models pp. 461-475

Nikolai Dokuchaev

Implied higher order moments in the Heston model: a case study of S &P500 index pp. 477-504

Farshid Mehrdoust and Idin Noorani

Revisiting the 1/N-strategy: a neural network framework for optimal strategies pp. 505-542

Marcos Escobar-Anel, Lorenz Theilacker and Rudi Zagst

Correction: Revisiting the 1/N-strategy: a neural network framework for optimal strategies pp. 543-543

Marcos Escobar-Anel, Lorenz Theilacker and Rudi Zagst

Heterogeneity-adjusted management of pension funds using adaptive representative agents pp. 545-567

Thepdanai Danswasvong and Sira Suchintabandid

Mortality projections for higher educational attainment with semi-parametric accelerated hazard relational models pp. 569-582

Meitner Cadena and Michel Denuit

Multi-population mortality modeling with Lévy processes pp. 583-609

Petar Jevtić, Chengwei Qin and Hongjuan Zhou

Optimal proportional and excess-of-loss reinsurance for multiple classes of insurance business pp. 611-633

Maria-Laura Torrente

Optimisation of drawdowns by generalised reinsurance in the classical risk model pp. 635-665

Leonie Violetta Brinker and Hanspeter Schmidli

Green economy with efficient public incentives pp. 667-680

Marcello Galeotti and Emanuele Vannucci

Recycled and non-recycled exhaustible resource: an optimal control strategy for input allocation pp. 681-711

Silvia Bertarelli, Chiara Lodi and Stefania Ragni

The Black–Scholes paper: a personal perspective pp. 713-730

Anthony Neuberger

Correction to: Beating the market? A mathematical puzzle for market efficiency pp. 731-733

Michael Heinrich Baumann

Volume 46, issue 1, 2023

Risk-sharing and optimal contracts with large exogenous risks pp. 1-43

Jessica Martin and Stéphane Villeneuve

Multivariate Wold decompositions: a Hilbert A-module approach pp. 45-96

Simone Cerreia-Vioglio, Fulvio Ortu, Federico Severino and Claudio Tebaldi

Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach pp. 97-128

Yumo Zhang

Construction of voting situations concordant with ranking patterns pp. 129-156

Emilio De Santis and Fabio Spizzichino

Locally-coherent multi-population mortality modelling via neural networks pp. 157-176

Francesca Perla and Salvatore Scognamiglio

Surrender and path-dependent guarantees in variable annuities: integral equation solutions and benchmark methods pp. 177-220

Antonio L. Martire, Emilio Russo and Alessandro Staino

Cognitive limits and preferences for information pp. 221-253

Áron Tóbiás

Modelplasticity and abductive decision making pp. 255-276

Subhadeep Mukhopadhyay

Quasivariational inequalities for dynamic competitive economic equilibrium problems in discrete time pp. 277-304

Shapour Heidarkhani, David Barilla and Giuseppe Caristi

Differentiated goods in a dynamic Cournot duopoly with emission charges on output pp. 305-318

Ahmad Naimzada and Marina Pireddu

On game value of a differential game problem with Grönwall-type constraints on players control functions pp. 319-333

Jewaidu Rilwan, Pasquale Fotia and Massimiliano Ferrara

Inverse data envelopment analysis without convexity: double frontiers pp. 335-354

Farzaneh Asadi, Sohrab Kordrostami, Alireza Amirteimoori and Morteza Bazrafshan

Volume 45, issue 2, 2022

Dangerous tangents: an application of $$\Gamma $$ Γ -convergence to the control of dynamical systems pp. 451-480

Rosario Maggistro, Paolo Pellizzari, Elena Sartori and Marco Tolotti

Equalizing solutions for bankruptcy problems revisited pp. 481-502

Jose Alcalde and Josep E. Peris

Optimality and duality in nonsmooth semi-infinite optimization, using a weak constraint qualification pp. 503-519

David Barilla, Giuseppe Caristi and Nader Kanzi

The robustness of the generalized Gini index pp. 521-539

S. Settepanella, A. Terni, M. Franciosi and L. Li

Two representations of information structures and their comparisons pp. 541-547

Jerry R. Green and Nancy L. Stokey

Introduction to the Milestones series pp. 549-549

Marco LiCalzi

Bipartite choices pp. 551-568

Marco LiCalzi

Volume 45, issue 1, 2022

Calibration to FX triangles of the 4/2 model under the benchmark approach pp. 1-34

Alessandro Gnoatto, Martino Grasselli and Eckhard Platen

Monetary risk measures for stochastic processes via Orlicz duality pp. 35-56

Christos E. Kountzakis and Damiano Rossello

Option pricing: a yet simpler approach pp. 57-81

Jarno Talponen and Minna Turunen

Complex dynamics in the market for loans pp. 83-99

Nivedita Mukherji

Expressions of forward starting option price in Hull–White stochastic volatility model pp. 101-135

Hiroaki Hata, Nien-Lin Liu and Kazuhiro Yasuda

Bias-optimal vol-of-vol estimation: the role of window overlapping pp. 137-185

Giacomo Toscano and Maria Cristina Recchioni

Portfolio choice in the model of expected utility with a safety-first component pp. 187-207

Dennis Jansen and Liqun Liu

A new class of multidimensional Wishart-based hybrid models pp. 209-239

Gaetano La Bua and Daniele Marazzina

Production and hedging under correlated price and background risks pp. 241-256

Kit Pong Wong

Long versus short time scales: the rough dilemma and beyond pp. 257-278

Matthieu Garcin and Martino Grasselli

Beating the market? A mathematical puzzle for market efficiency pp. 279-325

Michael Heinrich Baumann

Grey Verhulst model and its chaotic behaviour with application to Bitcoin adoption pp. 327-341

P. Gatabazi, Jules Clement Mba and E. Pindza

Performance measurement with expectiles pp. 343-374

Damiano Rossello

Ramsey rule with forward/backward utility for long-term yield curves modeling pp. 375-414

Nicole El Karoui, Caroline Hillairet and Mohamed Mrad

A flexible lattice framework for valuing options on assets paying discrete dividends and variable annuities embedding GMWB riders pp. 415-446

Paolo Angelis, Roberto Marchis, Antonio L. Martire and Emilio Russo

Correction to: Semi-analytical prices for lookback and barrier options under the Heston model pp. 447-449

Luca Gennaro Aquino and Carole Bernard