Pages that link to "Item:Q5410812"
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The following pages link to Stability of Merton's portfolio optimization problem for Lévy models (Q5410812):
Displaying 5 items.
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Properties of certain Lévy and geometric Lévy processes (Q2790468) (← links)
- Merton's Optimal Investment Problem with Jump Signals (Q5045202) (← links)
- (Q5487547) (← links)