Pages that link to "Item:Q732165"

The following pages link to Numerical methods for portfolio selection with bounded constraints (Q732165):

Displaying 14 items.

• Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
• A quantitative description of complex adaptive system: the self-adaptive mechanism of the material purchasing management system towards the changing environment (Q2416528) (← links)
• VNS approach for solving a financial portfolio design problem (Q2631242) (← links)
• Numerical simulations of a portfolio selection model with information cost (Q2731431) (← links)
• A computational method for stochastic optimal control problems in financial mathematics (Q2821285) (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
• Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
• (Q4426067) (← links)
• Computational aspects of alternative portfolio selection models in the presence of discrete asset choice constraints (Q4646502) (← links)
• Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
• (Q5188276) (← links)