Pages that link to "Item:Q2001307"
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The following pages link to Optimal investment problem under non-extensive statistical mechanics (Q2001307):
Displaying 8 items.
- Portfolio selection problem with liquidity constraints under non-extensive statistical mechanics (Q508870) (← links)
- Portfolio selection problem with value-at-risk constraints under non-extensive statistical mechanics (Q908370) (← links)
- Spin glasses and nonlinear constraints in portfolio optimization (Q1786638) (← links)
- The non-markovian property of \(q\)-Gaussian process (Q2004643) (← links)
- Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
- Hamilton-Jacobi-Bellman quasi-variational inequality arising in an environmental problem and its numerical discretization (Q2203922) (← links)
- Family optimal investment strategy for a random household expenditure under the CEV model (Q2423522) (← links)
- Optimal Utilization of Capital and a Financial Sector in a Classical Gravitation Process (Q4409096) (← links)