The following pages link to (Q4368791):
Displaying 50 items.
- Optimal portfolios of a small investor in a limit order market: a shadow price approach (Q1932532) (← links)
- The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
- Portfolio selection of a closed-end mutual fund (Q1935935) (← links)
- Two-agent Pareto optimal cooperative investment in incomplete market: an equivalent characterization (Q1937772) (← links)
- The rate of convergence of the walk on spheres algorithm (Q1938493) (← links)
- Loss aversion with multiple investment goals (Q1938967) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
- On utility maximization under convex portfolio constraints (Q1948700) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- Dynamic asset allocation when bequests are luxury goods (Q1994300) (← links)
- An FBSDE approach to American option pricing with an interacting particle method (Q2013320) (← links)
- Mutual fund theorem for continuous time markets with random coefficients (Q2015032) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- A simple approximation formula for calculating the optimal exercise boundary of American puts (Q2251757) (← links)
- Event risk, contingent claims and the temporal resolution of uncertainty (Q2257042) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- Optimal investment and consumption decision of a family with life insurance (Q2276217) (← links)
- Optimal investment, consumption and timing of annuity purchase under a preference change (Q2338709) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- Optimal acquisition of a partially hedgeable house (Q2342736) (← links)
- The restricted convex risk measures in actuarial solvency (Q2343100) (← links)
- Portfolio optimization for an investor with a benchmark (Q2343105) (← links)
- Continuous dependence property of BSDE with constraints (Q2344469) (← links)
- A variation of the Canadisation algorithm for the pricing of American options driven by Lévy processes (Q2347464) (← links)
- Quadratic minimization with portfolio and terminal wealth constraints (Q2351638) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- Continuous-time portfolio selection under ambiguity (Q2356557) (← links)
- Merton problem in an infinite horizon and a discrete time with frictions (Q2358298) (← links)
- Optimal stopping problems with restricted stopping times (Q2358495) (← links)
- Weak solution for a class of fully nonlinear stochastic Hamilton-Jacobi-Bellman equations (Q2359708) (← links)
- Optimal stopping with random maturity under nonlinear expectations (Q2360243) (← links)
- Asset allocation under loss aversion and minimum performance constraint in a DC pension plan with inflation risk (Q2364016) (← links)
- Optimal risk-sharing with effort and project choice (Q2370508) (← links)
- Optimal consumption and portfolio selection problem with downside consumption constraints (Q2372062) (← links)
- Optimal investment with deferred capital gains taxes (Q2379189) (← links)
- Finite approximation schemes for Lévy processes, and their application to optimal stopping problems (Q2381968) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
- Selling a stock at the ultimate maximum (Q2389600) (← links)
- A two-asset stochastic model for long-term portfolio selection (Q2390406) (← links)
- Optimal decision under ambiguity for diffusion processes (Q2392786) (← links)
- Forecasting continuous-time processes with applications to signal extraction (Q2393151) (← links)
- Mean-variance target-based optimisation for defined contribution pension schemes in a stochastic framework (Q2404556) (← links)
- The use of action functionals within the quantum-like paradigm (Q2409685) (← links)
- Affordable and adequate annuities with stable payouts: fantasy or reality? (Q2415961) (← links)
- Optimal commutable annuities to minimize the probability of lifetime ruin (Q2427826) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- CEV asymptotics of American options (Q2442980) (← links)
