Pages that link to "Item:Q5415096"
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The following pages link to On Optimal Terminal Wealth Problems with Random Trading Times and Drawdown Constraints (Q5415096):
Displaying 8 items.
- Expected utility of the drawdown-based regime-switching risk model with state-dependent termination (Q1742717) (← links)
- Analysis of a drawdown-based regime-switching Lévy insurance model (Q2260949) (← links)
- Markets with random lifetimes and private values: mean reversion and option to trade (Q2343114) (← links)
- Finite time Merton strategy under drawdown constraint: a viscosity solution approach (Q2391245) (← links)
- A comonotonic approximation to optimal terminal wealth under a multivariate Merton model with correlated jump risk (Q2698069) (← links)
- Minimizing the Expected Market Time to Reach a Certain Wealth Level (Q3402358) (← links)
- OPTIMAL INVESTMENT STRATEGIES FOR CONTROLLING DRAWDOWNS (Q4372014) (← links)
- On optimal terminal wealth under transaction costs (Q5939296) (← links)