Pages that link to "Item:Q5112724"
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The following pages link to Portfolio Optimization in Fractional and Rough Heston Models (Q5112724):
Displaying 16 items.
- Analysis of heterogeneous endowment policies portfolios under fractional approximations. (Q1423341) (← links)
- Approximation for portfolio optimization in a financial market with shot-noise jumps (Q1616797) (← links)
- Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
- Modeling and computation of an integral operator Riccati equation for an infinite-dimensional stochastic differential equation governing streamflow discharge (Q2094349) (← links)
- Large deviations for fractional volatility models with non-Gaussian volatility driver (Q2239270) (← links)
- Optimal portfolio in a fractional Black \& Scholes market (Q2712771) (← links)
- Markowitz Portfolio Selection for Multivariate Affine and Quadratic Volterra Models (Q4987721) (← links)
- Time-Inconsistency with Rough Volatility (Q5019592) (← links)
- Integral representation of generalized grey Brownian motion (Q5086494) (← links)
- Optimal portfolio under fractional stochastic environment (Q5241559) (← links)
- Utility Maximization in Multivariate Volterra Models (Q5886358) (← links)
- Stochastic analysis for vector-valued generalized grey Brownian motion (Q6040482) (← links)
- Optimal reinsurance-investment with loss aversion under rough Heston model (Q6101023) (← links)
- A mutually exciting rough jump-diffusion for financial modelling (Q6495741) (← links)
- Partial hedging in rough volatility models (Q6585785) (← links)
- Transition density function expansion methods for portfolio optimization (Q6585828) (← links)
