Pages that link to "Item:Q3606614"
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The following pages link to DYNAMIC MEAN-VARIANCE OPTIMIZATION UNDER CLASSICAL RISK MODEL WITH FRACTIONAL BROWNIAN MOTION PERTURBATION (Q3606614):
Displaying 3 items.
- Insurance control for classical risk model with fractional Brownian motion perturbation (Q1004262) (← links)
- Dynamic mean-risk optimization in a binomial model (Q1040686) (← links)
- Optimal Management of a Variable Annuity Invested in a Black–Scholes Market Driven by a Multidimensional Fractional Brownian Motion (Q3081439) (← links)