The following pages link to (Q3656701):
Displaying 20 items.
- Indifference valuation in incomplete binomial models (Q613732) (← links)
- The stable non-Gaussian asset allocation: a comparison with the classical Gaussian approach (Q951337) (← links)
- Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
- Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
- Robust consumption-investment problems with random market coefficients (Q1938991) (← links)
- Optimal asset allocation with multivariate Bayesian dynamic linear models (Q2179969) (← links)
- Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
- Optimal consumption problem in the Vasicek model (Q3455473) (← links)
- A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (Q4971978) (← links)
- Smart Alpha: active management with unstable and latent factors (Q5014225) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
