Pages that link to "Item:Q3122036"
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The following pages link to OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036):
Displaying 8 items.
- An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
- Stochastic intertemporal duality: an application to investment under uncertainty (Q956562) (← links)
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- A stochastic portfolio optimization model with bounded memory (Q2884292) (← links)
- (Q3169886) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- (Q3386111) (← links)