PROYECTOS REGIONALES
Projet VA148G18
ANÁLISIS DE MODELOS MATEMÁTICOS CON APLICACIONES EN ECONOMÍA, FINANZAS Y BIOMEDICINA
date_range
Durée de 05 juin 2018 à 30 septembre 2020
(28 mois)
euro
12 000,00 EUR
Sphère Régional. Avec un caractère Public.
Sous-programme:
APOYO DE LOS GRUPOS DE INVESTIGACIÓN RECONOCIDOS DE UNIVERSIDADES PÚBLICAS DE CASTILLA Y LEÓN
Chercheurs
Publications liées au projet
Montrer par typologie2021
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Copula-based analysis of multivariate dependence patterns between dimensions of poverty in Europe*
Review of Income and Wealth
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Outliers and misleading leverage effect in asymmetric GARCH-type models
Studies in Nonlinear Dynamics and Econometrics
2020
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Two new strategies for pricing freight options by means of a valuation pde and by functional bounds
Mathematics
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Design of personalized cancer treatments by use of optimal control problems: The case of chronic myeloid leukemia
Mathematical Biosciences and Engineering
2019
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Equilibrium strategies in a defined benefit pension plan game
European Journal of Operational Research
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Certainty equivalence principle in stochastic differential games: An inverse problem approach
Optimal Control Applications and Methods
2018
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Portfolio optimization in a defined benefit pension plan where the risky assets are processes with constant elasticity of variance
Insurance: Mathematics and Economics