The following pages link to (Q4811452):
Displaying 9 items.
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- Investment and financing in incomplete markets (Q2175959) (← links)
- Optimal investment with derivatives and pricing in an incomplete market (Q2291996) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Optimal investment in incomplete financial markets (Q2782366) (← links)
- An approximation scheme for solution to the optimal investment problem in incomplete markets (Q2873139) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- Optimal Investment under Behavioral Criteria in Incomplete Diffusion Market Models (Q3178729) (← links)
- On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion (Q5391373) (← links)
