Pages that link to "Item:Q4958395"
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The following pages link to A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395):
Displaying 3 items.
- Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)