The following pages link to (Q4368791):
Displaying 50 items.
- Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
- On the existence of competitive equilibrium in frictionless and incomplete stochastic asset markets (Q1687373) (← links)
- Stochastic optimality in the portfolio tracking problem involving investor's temporal preferences (Q1688376) (← links)
- Quantile hedging pension payoffs: an analysis of investment incentives (Q1689028) (← links)
- Stochastic maximum principle with Lagrange multipliers and optimal consumption with Lévy wage (Q1689707) (← links)
- Time-consistent stopping under decreasing impatience (Q1691445) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Contingent claim pricing through a continuous time variational bargaining scheme (Q1703541) (← links)
- Optimal harvesting for a logistic growth model with predation and a constant elasticity of variance (Q1703568) (← links)
- The dividend problem with a finite horizon (Q1704142) (← links)
- Exact and efficient sampling of conditioned walks (Q1706310) (← links)
- An expansion in the model space in the context of utility maximization (Q1709603) (← links)
- Stability of Radner equilibria with respect to small frictions (Q1709608) (← links)
- On the free boundary of an annuity purchase (Q1711720) (← links)
- The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
- Finite-horizon optimal consumption and investment problem with a preference change (Q1728053) (← links)
- The interaction of debt financing, cash grants and the optimal investment policy under uncertainty (Q1728507) (← links)
- Transition probabilities for degenerate diffusions arising in population genetics (Q1729702) (← links)
- Optimal investment of DC pension plan under short-selling constraints and portfolio insurance (Q1735031) (← links)
- Optimal consumption and portfolio selection problems under loss aversion with downside consumption constraints (Q1735133) (← links)
- Volatility and arbitrage (Q1751971) (← links)
- An example of a stochastic equilibrium with incomplete markets (Q1761437) (← links)
- Strict local martingale deflators and valuing American call-type options (Q1761442) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- An optimal stopping problem with a reward constraint (Q1761452) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)
- Linear and nonlinear price decentralization (Q1772666) (← links)
- Utility maximization with a stochastic clock and an unbounded random endowment (Q1774197) (← links)
- Characterization of arbitrage-free markets (Q1774213) (← links)
- Numerical valuation of options with jumps in the underlying (Q1775609) (← links)
- A unification of hypercontractivities of the Ornstein-Uhlenbeck semigroup and its connection with {\(\Phi\)}-entropy inequalities (Q1785770) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Asset pricing in an intertemporal partially-revealing rational expectations equilibrium. (Q1867770) (← links)
- The valuation of European options in uncertain environment (Q1869451) (← links)
- The optimal uniform approximation of systems of stochastic differential equations (Q1872395) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Optimal contingent claims. (Q1872450) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- On trees and logs (Q1877165) (← links)
- Martingale representation theorems for initially enlarged filtrations. (Q1877525) (← links)
- A partial introduction to financial asset pricing theory. (Q1879511) (← links)
- Free lunch and arbitrage possibilities in a financial market model with an insider. (Q1879525) (← links)
- Utility maximizing entropy and the second law of thermodynamics. (Q1879820) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- Optimal stopping for dynamic convex risk measures (Q1928868) (← links)
- Restricted coherent risk measures and actuarial solvency (Q1929899) (← links)
- A forward-backward SDE approach to affine models (Q1932521) (← links)
- Optimal and robust contracts for a risk-constrained principal (Q1932523) (← links)
