Pages that link to "Item:Q2230762"
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The following pages link to Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762):
Displaying 5 items.
- Risk measurement in semimartingale models with multiple consumption goods (Q1100075) (← links)
- On some determinants with Legendre symbol entries (Q1734677) (← links)
- Polynomial affine approach to HARA utility maximization with applications to OrnsteinUhlenbeck \(4/2\) models. (Q2073105) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach (Q6552668) (← links)