Pages that link to "Item:Q1809499"

The following pages link to Optimal investment and consumption models with non-linear stock dynamics (Q1809499):

Displaying 25 items.

• Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Optimal investment and consumption for an insurer with high-watermark performance fee (Q1665626) (← links)
• Sensitivity analysis of the utility maximisation problem with respect to model perturbations (Q1999596) (← links)
• The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Symmetry-based solution of a model for a combination of a risky investment and a riskless investment (Q2371853) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Explicit solutions of some utility maximization problems in incomplete markets (Q2485800) (← links)
• Portfolio problems stopping at first hitting time with application to default risk (Q2500790) (← links)
• Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• A Goodwin-Type Model with a Piecewise Linear Investment Function (Q3424763) (← links)
• PARTIAL HEDGING IN A STOCHASTIC VOLATILITY ENVIRONMENT (Q4419301) (← links)
• Pricing Dynamic Insurance Risks Using the Principle of Equivalent Utility (Q4455898) (← links)
• Optimal Portfolio under Fast Mean-Reverting Fractional Stochastic Environment (Q4579834) (← links)
• Lie Group Analysis of Nonlinear Black-Scholes Models (Q4626496) (← links)
• A new approach to maximize the overall return on investment with price and stock dependent demand under the nonlinear holding cost (Q5104389) (← links)
• Multiscale Asymptotic Analysis for Portfolio Optimization under Stochastic Environment (Q5150069) (← links)
• Asymptotic Optimal Strategy for Portfolio Optimization in a Slowly Varying Stochastic Environment (Q5270335) (← links)
• A Note on Merton's Portfolio Selection Problem for the Schwartz Mean-Reversion Model (Q5312729) (← links)
• A NOTE ON IRREVERSIBLE INVESTMENT, HEDGING AND OPTIMAL CONSUMPTION PROBLEMS (Q5487835) (← links)
• Optimal allocation–consumption problem for a portfolio with an illiquid asset (Q5739576) (← links)
• Portfolio Optimization under Fast Mean-Reverting and Rough Fractional Stochastic Environment (Q5742993) (← links)
• Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)