Pages that link to "Item:Q1391763"
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The following pages link to Hedging in incomplete markets with HARA utility (Q1391763):
Displaying 21 items.
- EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860) (← links)
- Optimal Investment With Undiversifiable Income Risk (Q4372005) (← links)
- VALUATION OF CLAIMS ON NONTRADED ASSETS USING UTILITY MAXIMIZATION (Q4419300) (← links)
- Lie Group Analysis of Nonlinear Black-Scholes Models (Q4626496) (← links)
- Optimal selection portfolio problem: a semi-linear PDE approach (Q4648583) (← links)
- OPTIMAL EXPLOITATION OF RENEWABLE RESOURCES BY THE VISCOSITY SOLUTION METHOD (Q4797319) (← links)
- Optimal investment, consumption and retirement decision with disutility and borrowing constraints (Q4911231) (← links)
- Minimizing the Probability of Lifetime Ruin under Random Consumption (Q5022552) (← links)
- Optimal Investment with Time-Varying Stochastic Endowments (Q5097224) (← links)
- The impact of a partial borrowing limit on financial decisions (Q5234342) (← links)
- Dynamic Portfolio Choice with Stochastic Wage and Life Insurance (Q5379156) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (Q5488982) (← links)
- PRICING PRECIPITATION BASED DERIVATIVES (Q5714653) (← links)
- Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)
- Backward SDEs for control with partial information (Q5743122) (← links)
- Optimal environment management in the presence of irreversibilities (Q5931248) (← links)
- Young, timid, and risk takers (Q6054383) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
- Optimal asset allocation for commodity sovereign wealth funds (Q6158414) (← links)