Pages that link to "Item:Q2183976"
From MaRDI portal
The following pages link to Game-theoretic optimal portfolios for jump diffusions (Q2183976):
Displaying 9 items.
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Game-theoretic optimal portfolios for jump diffusions (Q2183976) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- Portfolio problems based on jump-diffusion models (Q2867605) (← links)
- Game-Theoretic Optimal Portfolios (Q3795445) (← links)
- Stochastic differential portfolio games (Q4503215) (← links)
- Mean-Field Game Strategies for Optimal Execution (Q5382635) (← links)
- Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)