Pages that link to "Item:Q4659948"
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The following pages link to A note on log-optimal portfolios in exponential Lévy markets (Q4659948):
Displaying 12 items.
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Optimal portfolios for exponential Lévy processes. (Q1403170) (← links)
- Timing portfolio strategies with exponential Lévy processes (Q1722752) (← links)
- Optimal portfolios when stock prices follow an exponential Lévy process (Q1887262) (← links)
- Log-optimal and numéraire portfolios for market models stopped at a random time (Q2153525) (← links)
- Logarithmic utility maximization in an exponential Lévy model (Q2356496) (← links)
- Properties of certain Lévy and geometric Lévy processes (Q2790468) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
- Brief synopsis of the scientific career of T. R. Hurd (Q6644191) (← links)