Pages that link to "Item:Q2871407"

The following pages link to A stochastic volatility model and optimal portfolio selection (Q2871407):

Displaying 15 items.

• Optimal investment strategy for asset-liability management under the Heston model (Q5382938) (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)
• Optimal reinsurance-investment problem under a CEV model: stochastic differential game formulation (Q6534455) (← links)
• Optimal strategies for an ambiguity-averse insurer under a jump-diffusion model and defaultable risk (Q6534590) (← links)
• Non-zero-sum stochastic differential games for asset-liability management with stochastic inflation and stochastic volatility (Q6541020) (← links)
• Robust equilibrium investment-reinsurance strategy for <i>n</i> competitive insurers with square-root factor process (Q6571758) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)
• Robust non-zero-sum stochastic differential game of two insurers with common shock and CDS transaction (Q6594800) (← links)
• Mean-variance reinsurance and asset liability management with common shock via non-Markovian stochastic factors (Q6666642) (← links)