Pages that link to "Item:Q5957680"
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The following pages link to Optimal portfolio management rules in a non-Gaussian market with durability and intertemporal substitution (Q5957680):
Displaying 25 items.
- Consumption-investment problem with transaction costs for Lévy-driven price processes (Q309169) (← links)
- Existence and uniqueness of viscosity solutions for QVI associated with impulse control of jump-diffusions (Q734661) (← links)
- A note on optimal investment-consumption-insurance in a Lévy market (Q896739) (← links)
- Error estimates for approximate solutions to Bellman equations associated with controlled jump-diffusions (Q943366) (← links)
- A non-local regularization of first order Hamilton-Jacobi equations (Q1772323) (← links)
- Continuous dependence estimates for viscosity solutions of integro-PDEs (Q1779287) (← links)
- \(L^{1}\) semigroup generation for Fokker-Planck operators associated to general Lévy driven sdes (Q1791651) (← links)
- Stochastic differential equations with polar-decomposed Lévy measures and applications to stochastic optimization (Q2477579) (← links)
- Fractal first-order partial differential equations (Q2505217) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Optimal Stopping Problem Associated with Jump-diffusion Processes (Q2909978) (← links)
- Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
- An Optimal Control Problem Associated with SDEs Driven by Lévy-Type Processes (Q3506297) (← links)
- ERROR ESTIMATES FOR A CLASS OF FINITE DIFFERENCE-QUADRATURE SCHEMES FOR FULLY NONLINEAR DEGENERATE PARABOLIC INTEGRO-PDES (Q3520561) (← links)
- A NOTE ON PORTFOLIO MANAGEMENT UNDER NON-GAUSSIAN LOGRETURNS (Q3523596) (← links)
- Merton's portfolio optimization problem in a Black and Scholes market with non‐Gaussian stochastic volatility of Ornstein‐Uhlenbeck type (Q4409028) (← links)
- POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616) (← links)
- An Elliptic Boundary Value Problem with Fractional Nonlinearity (Q5003320) (← links)
- Optimal consumption with Hindy–Huang–Kreps preferences under nonlinear expectations (Q5055366) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
- Stability of Merton's portfolio optimization problem for Lévy models (Q5410812) (← links)
- NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
- Optimal consumption for recursive preferences with local substitution -- the case of certainty (Q6146455) (← links)
- Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)
