Pages that link to "Item:Q1945049"
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The following pages link to Optimal consumption and investment for markets with random coefficients (Q1945049):
Displaying 21 items.
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- Optimal consumption and investment with Epstein-Zin recursive utility (Q503395) (← links)
- Optimal consumption and investment under irrational beliefs (Q542579) (← links)
- Optimal consumption and investment under time-varying relative risk aversion (Q633319) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- A consumption and investment problem via a Markov decision processes approach with random horizon (Q2153961) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Improved estimation method for high dimension semimartingale regression models based on discrete data (Q2676878) (← links)
- Optimal investment-consumption policies selection for Heston model (Q2824733) (← links)
- (Q3169886) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- (Q3762023) (← links)
- Numerical Methods for an Optimal Investment-Consumption Model (Q3989819) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- CALCULATION OF ASIAN OPTIONS FOR THE BLACK–SCHOLES MODEL (Q5042915) (← links)
- (Q5857052) (← links)
- Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
