Pages that link to "Item:Q2348617"
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The following pages link to H-J-B equations of optimal consumption-investment and verification theorems (Q2348617):
Displaying 19 items.
- ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) (← links)
- Robust consumption-investment problem on infinite horizon (Q901248) (← links)
- Hedging in incomplete markets with HARA utility (Q1391763) (← links)
- Optimal consumption with reference to past spending maximum (Q2120541) (← links)
- Verification theorems for models of optimal consumption and investment with annuitization (Q2173169) (← links)
- Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
- Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation (Q2339124) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- The tradeoff between consumption and investment in incomplete financial markets (Q2493286) (← links)
- An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075) (← links)
- Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
- Optimal Consumption Until Ruin for an Endowment Described by an Autonomous ODE for an Infinite Time Horizon (Q3186538) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
- A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)
- Power utility maximization with expert opinions at fixed arrival times in a market with hidden Gaussian drift (Q6644365) (← links)