The following pages link to (Q4657108):
Displaying 24 items.
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Utility maximization on the real line under proportional transaction costs (Q1424695) (← links)
- Finite-dimensional utilities (Q1580793) (← links)
- Wealth-path dependent utility maximization in incomplete markets (Q1776021) (← links)
- Optimality of incomplete markets (Q1804631) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
- Stability of utility-maximization in incomplete markets (Q2464860) (← links)
- Utility maximization in incomplete markets (Q2572389) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Remarks on optimal strategies to utility maximizations in continuous time incomplete markets (Q3121489) (← links)
- (Q3562485) (← links)
- Utility maximization in a jump market model (Q3612251) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- Duality theory for concavification of utility functions in incomplete market model (Q5018580) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- Expected Utility Maximization with Stochastic Dominance Constraints in Complete Markets (Q5162844) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- Utility maximization under risk constraints and incomplete information for a market with a change point (Q5373913) (← links)
- The numeraire portfolio for unbounded semimartingale (Q5950463) (← links)