Record link: 
http://hdl.handle.net/20.500.12708/220885
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Title: 
Optimal control for an Ornstein-Uhlenbeck surplus
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Citation: 
Colpo, F. (2025). Optimal control for an Ornstein-Uhlenbeck surplus. In VCMF 2025 – Vienna Congress on Mathematical Finance Abstracts. VCMF 2025 – Vienna Congress on Mathematical Finance, Wien, Austria.
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Publication Type: 
Inproceedings - Abstract Book Contribution
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Language: 
English
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Authors: 
Colpo, Fabio 
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Organisational Unit: 
E105-01 - Forschungsbereich Risikomanagement in Finanz- und Versicherungsmathematik 
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Published in: 
VCMF 2025 – Vienna Congress on Mathematical Finance Abstracts 
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Date (published): 
2025
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Event name: 
VCMF 2025 – Vienna Congress on Mathematical Finance 
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Event date: 
9-Jul-2025 - 11-Jul-2025
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Event place: 
Wien, Austria
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Number of Pages: 
1
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Keywords: 
OU process; HJB equation; Dividends
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Additional information: 
https://fam.tuwien.ac.at/events/vcmf2025/program2.php
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Research Areas: 
Mathematical Methods in Economics: 60%
Fundamental Mathematics Research: 40%
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Science Branch: 
1020 - Informatik: 10%
5020 - Wirtschaftswissenschaften: 20%
1010 - Mathematik: 70%
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Appears in Collections:
Conference Paper

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