Abdullah Aljalal

According to our database¹, Abdullah Aljalal authored at least 4 papers between 2022 and 2023.

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2023

Optimal investment in a market with borrowing, unbounded random coefficients, and a combined interest rate model.

[BibT_eX]

[DOI]

Proceedings of the European Control Conference, 2023

2022

Optimal investment and consumption in a market with Markovian switching coefficients and borrowing.

[BibT_eX]

[DOI]

Proceedings of the 17th IEEE International Conference on Control & Automation, 2022

Optimal investment in a market with borrowing and quadratic-affine interest rates.

[BibT_eX]

[DOI]

Proceedings of the European Control Conference, 2022

Optimal investment in a market with random interest rate for borrowing: an explicit closed-form solution.

[BibT_eX]

[DOI]

Proceedings of the 8th International Conference on Control, 2022