Pages that link to "Item:Q2873139"
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The following pages link to An approximation scheme for solution to the optimal investment problem in incomplete markets (Q2873139):
Displaying 9 items.
- A multidimensional exponential utility indifference pricing model with applications to counterparty risk (Q2796752) (← links)
- Asymptotic analysis of forward performance processes in incomplete markets and their ill-posed HJB equations (Q2819095) (← links)
- A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
- Asymptotic Approximation of Optimal Portfolio for Small Time Horizons (Q4579841) (← links)
- Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
- Exact Solutions and Approximations for Optimal Investment Strategies and Indifference Prices (Q5080130) (← links)
- An Approximation Scheme for Semilinear Parabolic PDEs with Convex and Coercive Hamiltonians (Q5208749) (← links)
- Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
- Analysis of optimal portfolio on finite and small-time horizons for a stochastic volatility model with multiple correlated assets (Q6649938) (← links)
