Pages that link to "Item:Q5055305"
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The following pages link to Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305):
Displaying 6 items.
- An extended CEV model and the Legendre transform-dual-asymptotic solutions for annuity contracts (Q659261) (← links)
- The \textit{CEV} model and its application in a study of optimal investment strategy (Q1718118) (← links)
- A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Optimal investment strategies for the HARA utility under the constant elasticity of variance model (Q2447422) (← links)
- Stochastic differential games on optimal investment and reinsurance strategy with delay under the CEV model (Q6170565) (← links)
