Julia Eisenberg
Identifiers
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Papers (6)
- Suboptimal Control of Dividends under Exponential Utility q-fin.RM · 2018 · author #1
- An Exponential Cox-Ingersoll-Ross Process as Discounting Factor q-fin.MF · 2018 · author #1
- The Impact of Negative Interest Rates on Optimal Capital Injections q-fin.MF · 2016 · author #1
- Deterministic Income with Deterministic and Stochastic Interest Rates math.OC · 2016 · author #1
- Unrestricted Consumption under a Deterministic Wealth and an Ornstein-Uhlenbeck Process as a Discount Rate math.OC · 2016 · author #1
- A Note on the Optimal Dividends Paid in a Foreign Currency q-fin.MF · 2016 · author #1
Mentions
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Frequent Coauthors
- Paul Kr\"uhner 3 shared papers
- Yuliya Mishura 1 shared papers