Pages that link to "Item:Q1322708"
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The following pages link to Continuous-time security pricing. A utility gradient approach (Q1322708):
Displaying 11 items.
- LIFE INSURANCE AND PENSION CONTRACTS II: THE LIFE CYCLE MODEL WITH RECURSIVE UTILITY (Q4563762) (← links)
- Optimal retirement time under habit persistence: what makes individuals retire early? (Q4585945) (← links)
- General equilibrium pricing with multiple dividend streams and regime switching (Q4683085) (← links)
- Smooth ambiguity preferences and asset prices with a jump-diffusion process (Q5079378) (← links)
- DYNAMIC ASSET ALLOCATION FOR TARGET DATE FUNDS UNDER THE BENCHMARK APPROACH (Q5152545) (← links)
- Derivative pricing under asymmetric and imperfect collateralization and CVA (Q5397416) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)
- Consumption and portfolio optimization with generalized stochastic differential utility in incomplete markets (Q6131470) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
- Asset diversification versus climate action (Q6616580) (← links)
- Stability of the Epstein-Zin problem (Q6641086) (← links)