Pages that link to "Item:Q1675952"
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The following pages link to Optimal pension fund management in a jump-diffusion environment: theoretical and empirical studies (Q1675952):
Displaying 9 items.
- Optimal investment risks and debt management with backup security in a financial crisis (Q1743950) (← links)
- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
- Optimal DC pension management under inflation risk with jump diffusion price index and cost of living process (Q2152267) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- A simple numerical solution for an optimal investment strategy for a DC pension plan in a jump diffusion model (Q2315816) (← links)
- Pricing pension plans under jump-diffusion models for the salary (Q2400705) (← links)
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- Optimal Defined Contribution Pension Management with Salary and Risky Assets Following Jump Diffusion Processes (Q4986583) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
