The following pages link to (Q4794152):
Displaying 50 items.
- Optimal portfolio management in a modified constant elasticity of variance model (Q1742187) (← links)
- Estimators of diffusions with randomly spaced discrete observations: a general theory (Q1766133) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- A direct method in optimal portfolio and consumption choice (Q1815743) (← links)
- The surprise element: Jumps in interest rates. (Q1858907) (← links)
- An incentive problem in the dynamic theory of banking. (Q1867772) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- General financial equilibrium modeling with policy interventions and transaction costs (Q1915789) (← links)
- Long memory continuous time models (Q1922361) (← links)
- Pricing rate of return guarantees in a Heath-Jarrow-Morton framework (Q1974032) (← links)
- On certain analytically solvable problems of mean field games theory (Q2027870) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- The asymptotic behavior of the solutions of the Black-Scholes equation as volatility \(\sigma\rightarrow 0^+\) (Q2203171) (← links)
- Dynamically complete markets under Brownian motion (Q2230760) (← links)
- A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
- Constrained portfolio-consumption strategies with uncertain parameters and borrowing costs (Q2312400) (← links)
- Anisotropy-based controller design for linear discrete-time systems with multiplicative noise (Q2320288) (← links)
- Solvency requirement for long term guarantee: risk measure versus probability of ruin (Q2323647) (← links)
- Optimal control of stochastic hybrid system with jumps: a numerical approximation (Q2349616) (← links)
- A multistage stochastic programming asset-liability management model: an application to the Brazilian pension fund industry (Q2402577) (← links)
- The use of bias correction versus the jackknife when testing the mean reversion and long term mean parameters in continuous time models (Q2409054) (← links)
- On Aumann and Serrano's economic index of risk (Q2447148) (← links)
- Correspondence between lifetime minimum wealth and utility of consumption (Q2463711) (← links)
- Optimal proportional reinsurance for controlled risk process which is perturbed by diffusions (Q2468793) (← links)
- Maximizing banking profit on a random time interval (Q2472043) (← links)
- Optimal asset allocation for pension funds under mortality risk during the accumulation and decumulation phases (Q2480244) (← links)
- Infinite-dimensional Black-Scholes equation with hereditary structure (Q2480781) (← links)
- The financial relevance of fuzzy stochastic dominance: a brief note (Q2486032) (← links)
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604) (← links)
- Double-exponential fast Gauss transform algorithms for pricing discrete lookback options (Q2503998) (← links)
- A framework algorithm to compute optimal asset allocation for retirement with behavioral utilities (Q2574060) (← links)
- Intertemporal asset allocation when the underlying factors are unobservable (Q2642603) (← links)
- CVaR-hedging and its applications to equity-linked life insurance contracts with transaction costs (Q2671651) (← links)
- (Q2741088) (← links)
- Building an Optimal Portfolio in Discrete Time in the Presence of Transaction Costs (Q2786210) (← links)
- Optimal Asset Allocation for Passive Investing with Capital Loss Harvesting (Q2889588) (← links)
- Resolution of Degeneracy in Merton's Portfolio Problem (Q2953941) (← links)
- Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575) (← links)
- Optimal hedge fund portfolios under liquidation risk (Q2994854) (← links)
- A Generalization of Geometric Brownian Motion with Applications (Q3015918) (← links)
- MODELING THE VOLATILITY AND EXPECTED VALUE OF A DIVERSIFIED WORLD INDEX (Q3022107) (← links)
- Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Asymptotics and duality for the Davis and Norman problem (Q3145080) (← links)
- An Explicit Solution for Optimal Investment in Heston Model (Q3178733) (← links)
- A long time asymptotic behavior of the free boundary for an American put (Q3182581) (← links)
- Analytically pricing European-style options under the modified Black-Scholes equation with a spatial-fractional derivative (Q3190718) (← links)
- Pricing in Electricity Markets: A Mean Reverting Jump Diffusion Model with Seasonality (Q3375368) (← links)
- Optimal Portfolio Choice Based on α-MEU Under Ambiguity (Q3396376) (← links)
- On a Class of Quadratic Growth RBSDE with Jumps and Its Application (Q3396377) (← links)
