Pages that link to "Item:Q5939298"
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The following pages link to Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298):
Displaying 12 items.
- Controlled stochastic differential equations under Poisson uncertainty and with unbounded utility (Q1017026) (← links)
- Wealth-path dependent utility maximization in incomplete markets (Q1776021) (← links)
- Optimal investment in the presence of intangible assets and collateralized optimal debt ratio in jump-diffusion models (Q2041144) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Minimization of shortfall risk in a jump-diffusion model (Q2568328) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060) (← links)
- Arbitrage and control problems in finance. A presentation (Q5939293) (← links)
- Special issue: Arbitrage and control problems in finance (Q5939302) (← links)