Pages that link to "Item:Q2036891"
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The following pages link to Risk-sensitive asset management with lognormal interest rates (Q2036891):
Displaying 8 items.
- An empirical analysis on log-utility asset management (Q1000489) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Risk sensitive asset management: Two empirical examples (Q2741097) (← links)
- Risk Sensitive Portfolio Management with Cox--Ingersoll--Ross Interest Rates: The HJB Equation (Q3427513) (← links)
- Risk-Sensitive ICAPM With Application to Fixed-Income Management (Q5273713) (← links)
- Risk-sensitive mean field games with major and minor players (Q5878126) (← links)
- Data-driven direct adaptive risk-sensitive control of stochastic systems (Q6595039) (← links)