Pages that link to "Item:Q2884610"
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The following pages link to A martingale approach to optimal portfolios with jump-diffusions (Q2884610):
Displaying 20 items.
- Dynamic safety first expected utility model (Q724069) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
- The numeraire portfolio in financial markets modeled by a multi-dimensional jump diffusion process (Q1417729) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- On some determinants with Legendre symbol entries (Q1734677) (← links)
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- Better than pre-committed optimal mean-variance policy in a jump diffusion market (Q2407984) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Portfolio problems based on jump-diffusion models (Q2867605) (← links)
- Mean-variance stochastic control for the relative return process of jump-diffusion models with discretionary stopping (Q2916354) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- (Q5096566) (← links)
- Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (Q5256324) (← links)
- Portfolio optimization for jump‐diffusion risky assets with common shock dependence and state dependent risk aversion (Q5346595) (← links)
- Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)
- Optimal investment in derivative securities (Q5942932) (← links)
- ALM for insurers with multiple underwriting lines and portfolio constraints: a Lagrangian duality approach (Q6552668) (← links)