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Disambiguation of "Pliska, Stanley R."

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Introduction to mathematical finance

. Blackwell, Malden, Mass. u.a., Repr edition, (2002)

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Stanley R. Parkinson

Guido Pliska

Dolores Stanley

Stanley Baksi

Stanley Heinze

 

Other publications of authors with the same name

Risk sensitive asset allocation, , and . Journal of Economic Dynamics and Control, 24 (8): 1145--1177 (July 2000)Risk sensitive control of finite state Markov chains in discrete time, with applications to portfolio management., , and . Math. Methods Oper. Res., 50 (2): 167-188 (1999)Introduction to Mathematical Finance: Discrete Time Models. Blackwell, Malden, MA, (1997)Introduction to Mathematical Finance. Blackwell, (1997)Risk-sensitive ICAPM with application to fixed-income management., and . IEEE Trans. Autom. Control., 49 (3): 420-432 (2004)Optimal Control of Single-Server Queuing Networks and Multi-Class M/G/1 Queues with Feedback., and . Oper. Res., 25 (2): 248-258 (1977)Optimal life insurance purchase and consumption/investment under uncertain lifetime, and . Journal of Banking & Finance, 31 (5): 1307--1319 (May 2007)Option valuation with co-integrated asset prices, and . Journal of Economic Dynamics and Control, 28 (4): 727--754 (January 2004)Controlled jump processes. Stochastic Processes and their Applications, 3 (3): 259--282 (July 1975)Optimal tracking for asset allocation with fixed and proportional transaction costs, and . Quantitative Finance, 4 (2): 233--243 (2004)