Pages that link to "Item:Q2431357"
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The following pages link to Comonotonic approximations for a generalized provisioning problem with application to optimal portfolio selection (Q2431357):
Displaying 9 items.
- Applications of conditional comonotonicity to some optimization problems (Q659099) (← links)
- Optimal portfolio selection for general provisioning and terminal wealth problems (Q661214) (← links)
- Comonotonic approximation to periodic investment problems under stochastic drift (Q1754039) (← links)
- A provisioning problem with stochastic payments (Q1926876) (← links)
- Convex order approximations in the case of cash flows of mixed signs (Q2445338) (← links)
- A framework for robust measurement of implied correlation (Q2517482) (← links)
- Default probabilities of a holding company, with complete and partial information (Q2517514) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Asymptotic stochastic dominance rules for sums of i.i.d. random variables (Q5964620) (← links)
