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Research Output 2007 2018

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Article
2017
Open Access
File
Economics
Technology
Renewable Energy
Compressed Air
Stochastic Processes
2015

Reciprocity as a foundation of financial economics

Johnson, T., 2015, In : Journal of Business Ethics. 131, 1, p. 43-67 24 p.

Research output: Contribution to journalArticle

Open Access
File
Reciprocity
reciprocity
Economics
communicative action
social cohesion

The solution of some discretionary stopping problems

Johnson, T., 17 Dec 2015, In : IMA Journal of Mathematical Control and Information. 34, 3, p. 717–744 28 p.

Research output: Contribution to journalArticle

Open Access
File
Variational techniques
Optimal Stopping Problem
Discounting
Finance
Explicit Solution
2013

Buy-low and sell-high investment strategies

Zervos, M., Johnson, T. & Alazemi, F., Jul 2013, In : Mathematical Finance. 23, 3, p. 560-578

Research output: Contribution to journalArticle

Geometric Brownian Motion
Transaction Costs
Stochastic Control
Optimal Strategy
Elasticity
2010
Decision maker
Guarantee
Tactics
Costs
Switching costs
2008

A singular control model with application to the goodwill problem

Jack, A., Johnson, T. C. & Zervos, M., Nov 2008, In : Stochastic Processes and their Applications. 118, 11, p. 2098-2124 27 p.

Research output: Contribution to journalArticle

Singular Control
Control Problem
Singular Stochastic Control
Stochastic Control
Reward
2007
Linear Ordinary Differential Equations
Stochastic Control
Ordinary differential equation
Singular Stochastic Control
Impulse Control