Pages that link to "Item:Q3381547"
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The following pages link to Robust optimal control for derivative-based investment under the Heston model (Q3381547):
Displaying 6 items.
- Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
- Stackelberg differential game for reinsurance: mean-variance framework and random horizon (Q2670107) (← links)
- An efficient numerical method for the robust optimal investment problem with general utility functions (Q2691508) (← links)
- (Q4981562) (← links)