Pages that link to "Item:Q2112716"
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The following pages link to A dynamic Heston local-stochastic volatility model and Legendre transform dual-asymptotic solution for optimal investment strategy problems with CARA utility (Q2112716):
Displaying 6 items.
- Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
- Asymptotic analysis for portfolio optimization problem under two-factor Heston's stochastic volatility model (Q4582863) (← links)
- Optimal investment strategy with constant absolute risk aversion utility under an extended CEV model (Q5055305) (← links)
- A Heston local-stochastic volatility model for optimal investment-reinsurance strategy with a defaultable bond in an ambiguous environment (Q6149349) (← links)
- Optimal investment, consumption, and work effort strategies with stochastic salary under the HLSV model (Q6543770) (← links)
- Legendre transform dual-asymptotic solution for optimal investment, consumption and life insurance strategy under the HLSV model (Q6602277) (← links)
