The following pages link to (Q4368791):
Displaying 50 items.
- Optimal reinsurance/investment problems for general insurance models (Q835068) (← links)
- The American foreign exchange option in time-dependent one-dimensional diffusion model for exchange rate (Q836062) (← links)
- Efficient frontier of utility and CVaR (Q836867) (← links)
- Probabilistic interpretation for systems of Isaacs equations with two reflecting barriers (Q839520) (← links)
- Portfolio optimization under entropic risk management (Q839733) (← links)
- On measure solutions of backward stochastic differential equations (Q841478) (← links)
- Alternative defaultable term structure models (Q841849) (← links)
- Evolutionary portfolio selection with liquidity shocks (Q844633) (← links)
- A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty (Q853433) (← links)
- A complete-market generalization of the Black-Scholes model (Q853864) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- Valuing virtual production capacities on flow commodities (Q857950) (← links)
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning (Q859737) (← links)
- A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- Properties of game options (Q883071) (← links)
- Efficient pointwise estimation based on discrete data in ergodic nonparametric diffusions (Q888494) (← links)
- Stochastic minimum-energy control (Q888813) (← links)
- Discrete time stochastic multi-player competitive games with affine payoffs (Q898397) (← links)
- Optimal reinsurance with both proportional and fixed costs (Q900546) (← links)
- \(C^{1,1}\) regularity for degenerate elliptic obstacle problems (Q907793) (← links)
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
- Optimal insurance under the insurer's risk constraint (Q931186) (← links)
- Fascination financial mathematics: problems, methods and principles (Q934743) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- From structural assumptions to a link between assets and interest rates (Q959749) (← links)
- The obstacle version of the geometric dynamic programming principle: application to the pricing of American options under constraints (Q964746) (← links)
- Convenience yields (Q965894) (← links)
- Optimal investment under partial information (Q966433) (← links)
- Itô's stochastic calculus: its surprising power for applications (Q972809) (← links)
- Universal strategies for diffusion markets and possibility of asymptotic arbitrage (Q977147) (← links)
- Sequential Monte Carlo pricing of American-style options under stochastic volatility models (Q977632) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Controllability and hedgibility of Black-Scholes equations with \(N\) stocks (Q983690) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- On optimal arbitrage (Q990375) (← links)
- Optimal investment strategy to minimize occupation time (Q993736) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Constrained nonsmooth utility maximization without quadratic inf convolution (Q1016629) (← links)
- Timing of investment under technological and revenue-related uncertainties (Q1017052) (← links)
