Pages that link to "Item:Q2171630"
From MaRDI portal
The following pages link to Robust consumption and portfolio choice with derivatives trading (Q2171630):
Displaying 3 items.
- Time‐average stochastic control based on a singular local Lévy model for environmental project planning under habit formation (Q6143573) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)