Pages that link to "Item:Q6164849"

The following pages link to Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849):

Displaying 8 items.

• A robust asset-liability management framework for investment products with guarantees (Q331783) (← links)
• Dynamic derivative-based investment strategy for mean-variance asset-liability management with stochastic volatility (Q1697216) (← links)
• Robust optimal asset-liability management with penalization on ambiguity (Q2165793) (← links)
• Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
• Robust optimal control for derivative-based investment under the Heston model (Q3381547) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Optimal investment and reinsurance strategies under 4/2 stochastic volatility model (Q6156011) (← links)
• Robust asset-liability management games for \(n\) players under multivariate stochastic covariance models (Q6573815) (← links)