Pages that link to "Item:Q956467"
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The following pages link to Dynamic asset pricing theory with uncertain time-horizon (Q956467):
Displaying 21 items.
- The worst case for real options (Q613589) (← links)
- Portfolio selection with uncertain exit time: a robust CVaR approach (Q844601) (← links)
- Indifference pricing of pure endowments and life annuities under stochastic hazard and interest rates (Q939322) (← links)
- Dynamic asset pricing with non-redundant forwards (Q951352) (← links)
- Optimal investment decisions when time-horizon is uncertain (Q952683) (← links)
- Pricing life insurance under stochastic mortality via the instantaneous Sharpe ratio (Q998283) (← links)
- Minimal Hellinger martingale measures of order \(q\) (Q1003340) (← links)
- Discrete analysis of portfolio selection with optimal stopping time (Q1040037) (← links)
- Optimal consumption in a stochastic Ramsey model with Cobb-Douglas production function (Q1950016) (← links)
- The role of non-convex costs in firms' investment and financial dynamics (Q1994230) (← links)
- Modeling and approximated procedure life insurance bond by the stochastic mortality and short interest rate (Q2114508) (← links)
- American perpetual options with random start (Q2211060) (← links)
- Systematic equity-based credit risk: A CEV model with jump to default (Q2271610) (← links)
- Valuation of mortality risk via the instantaneous Sharpe ratio: applications to life annuities (Q2271661) (← links)
- Portfolio optimization with uncertain exit time in infinite-time horizon (Q2439241) (← links)
- INDIFFERENCE VALUATION OF MORTGAGE-BACKED SECURITIES IN THE PRESENCE OF PREPAYMENT RISK (Q3576958) (← links)
- (Q4794153) (← links)
- Multiperiod Optimal Investment-Consumption Strategies with Mortality Risk and Environment Uncertainty (Q5022523) (← links)
- EUROPEAN OPTION PRICING WITH LIQUIDITY SHOCKS (Q5746930) (← links)
- Non-concave expected utility optimization with uncertain time horizon (Q6133682) (← links)
- Mean–variance hedging of contingent claims with random maturity (Q6187370) (← links)
