Pages that link to "Item:Q2268069"
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The following pages link to Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069):
Displaying 13 items.
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- Ruin problems and myopic portfolio optimization in continuous trading (Q1083122) (← links)
- The optimal control problem with state constraints for fully coupled forward-backward stochastic systems with jumps (Q1722363) (← links)
- The optimal portfolio selection model under \(g\)-expectation (Q1724103) (← links)
- An optimal control problem of forward-backward stochastic Volterra integral equations with state constraints (Q1724115) (← links)
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
- Portfolio selection problem with nonlinear wealth equations under non-extensive statistical mechanics for time-varying SDE (Q2203753) (← links)
- Explicit solutions for continuous time mean-variance portfolio selection with nonlinear wealth equations (Q2407233) (← links)
- Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993) (← links)
- CONTINUOUS-TIME MEAN-VARIANCE PORTFOLIO SELECTION WITH BANKRUPTCY PROHIBITION (Q3370587) (← links)
- Mean-variance portfolio selection with non-linear wealth dynamics and random coefficients (Q6562462) (← links)
- Mean-variance hedging with basis risk (Q6574589) (← links)
- The perturbation method applied to a robust optimization problem with constraint (Q6594801) (← links)
