The following pages link to (Q4368791):
Displaying 50 items.
- Non-linear properties of conditional returns under scale mixtures (Q1019936) (← links)
- Optimal portfolio, consumption and retirement decision under a preference change (Q1022955) (← links)
- Minimizing the lifetime shortfall or shortfall at death (Q1023107) (← links)
- A general framework for evaluating executive stock options (Q1027368) (← links)
- Annuitization and asset allocation (Q1027412) (← links)
- Optimal consumption and investment under partial information (Q1029540) (← links)
- Optimal consumption choice with intolerance for declining standard of living (Q1030171) (← links)
- General maximum principles for partially observed risk-sensitive optimal control problems and applications to finance (Q1035875) (← links)
- Risk-sensitive portfolio optimization problems with fixed income securities (Q1035912) (← links)
- Convexity bias in Eurodollar futures prices: A dimension-free HJM criterion (Q1041301) (← links)
- Optimality of myopic strategies for multi-stock discrete time market with management costs (Q1042507) (← links)
- Robust static hedging of barrier options in stochastic volatility models (Q1044210) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- A bounded risk strategy for a market with non-observable parameters. (Q1413317) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
- Fair valuation of path-dependent participating life insurance contracts. (Q1423344) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- A stochastic representation for mean curvature type geometric flows (Q1431481) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
- Dynamics aggregation in stochastic control problems (Q1586806) (← links)
- Maximum principle of optimal stochastic control with terminal state constraint and its application in finance (Q1621178) (← links)
- Testing monotonicity of pricing kernels (Q1621677) (← links)
- Turnpike property and convergence rate for an investment model with general utility functions (Q1623978) (← links)
- Variational formulation of a general equilibrium model with incomplete financial markets and numeraire assets: existence (Q1626504) (← links)
- Commodity spread option with cointegration (Q1627674) (← links)
- The end of the month option and other embedded options in futures contracts (Q1627675) (← links)
- On zero-sum optimal stopping games (Q1630415) (← links)
- On relative performance, remuneration and risk taking of asset managers (Q1630431) (← links)
- Sensitivity analysis for expected utility maximization in incomplete Brownian market models (Q1648899) (← links)
- A limited-feedback approximation scheme for optimal switching problems with execution delays (Q1650845) (← links)
- Equilibrium returns with transaction costs (Q1650939) (← links)
- Equal risk pricing under convex trading constraints (Q1655628) (← links)
- Equilibrium consumption and portfolio decisions with stochastic discount rate and time-varying utility functions (Q1656433) (← links)
- Optimal asset allocation with fixed-term securities (Q1656778) (← links)
- Portfolio selection with consumption ratcheting (Q1657613) (← links)
- Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
- Maximum principle for optimal control problems of forward-backward regime-switching systems involving impulse controls (Q1666836) (← links)
- An optimal job, consumption/leisure, and investment policy (Q1667208) (← links)
- Quadratic minimization with portfolio and intertemporal wealth constraints (Q1680704) (← links)
- Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
- Optimal investment strategies for participating contracts (Q1681198) (← links)
