Pages that link to "Item:Q2516636"
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The following pages link to Portfolio optimization in a defaultable Lévy-driven market model (Q2516636):
Displaying 10 items.
- Risk minimization in financial markets modeled by Itô-Lévy processes (Q497032) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Portfolio optimization in a defaultable market under incomplete information (Q1938900) (← links)
- Financial optimization: optimization paradigms and financial planning under uncertainty (Q2516633) (← links)
- An optimization model for a portfolio of financial derived instruments with pledge limitations (Q2568177) (← links)
- Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- An optimal portfolio problem in a defaultable market (Q3059692) (← links)
- Stability of Merton's portfolio optimization problem for Lévy models (Q5410812) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)