Pages that link to "Item:Q4964789"
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The following pages link to Diffusion approximations for randomly arriving expert opinions in a financial market with Gaussian drift (Q4964789):
Displaying 6 items.
- ROBUST UTILITY MAXIMIZATION IN A MULTIVARIATE FINANCIAL MARKET WITH STOCHASTIC DRIFT (Q5010073) (← links)
- Risk‐sensitive benchmarked asset management with expert forecasts (Q6054376) (← links)
- Jump-diffusion risk-sensitive benchmarked asset management with traditional and alternative data (Q6549608) (← links)
- On the separation of estimation and control in risk-sensitive investment problems under incomplete observation (Q6586267) (← links)
- Hawkes process modelling for chemical reaction networks in a random environment (Q6629677) (← links)
- Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift (Q6644365) (← links)