The following pages link to (Q4429138):
Displaying 17 items.
- On a PDE arising in one-dimensional stochastic control problems (Q607894) (← links)
- Optimal investment and consumption when allowing terminal debt (Q1698925) (← links)
- Dual formulation of the utility maximization problem: the case of nonsmooth utility. (Q1879886) (← links)
- Duality for optimal consumption under no unbounded profit with bounded risk (Q2094575) (← links)
- Duality-based a posteriori error estimates for some approximation schemes for optimal investment problems (Q2212323) (← links)
- Near-optimal asset allocation in financial markets with trading constraints (Q2242286) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- Constrained nonsmooth utility maximization on the positive real line (Q2356566) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- The dual approach to portfolio evaluation: a comparison of the static, myopic and generalized buy-and-hold strategies (Q2994856) (← links)
- Convex duality in constrained mean-variance portfolio optimization (Q3435391) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- Constrained Quadratic Risk Minimization via Forward and Backward Stochastic Differential Equations (Q4610156) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- A Probabilistic Method for a Class of Non-Lipschitz BSDEs with Application to Fund Management (Q5080488) (← links)
- Duality for optimal consumption with randomly terminating income (Q6054381) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
