Pages that link to "Item:Q1743336"
From MaRDI portal
The following pages link to On optimal investment with processes of long or negative memory (Q1743336):
Displaying 7 items.
- Malliavin method for optimal investment in financial markets with memory (Q317870) (← links)
- Optimal long-term investment model with memory (Q870507) (← links)
- Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
- An explicit solution for optimal investment problems with autoregressive prices and exponential utility (Q2787101) (← links)
- On Optimization of Long-Term Irreversible Investments in a Diffusion Model (Q4328509) (← links)
- Financial Markets with Memory II: Innovation Processes and Expected Utility Maximization (Q4678736) (← links)
- Optimal investment problem with complete memory on an infinite time horizon (Q5079067) (← links)