The following pages link to (Q4794152):
Displaying 50 items.
- Positive alphas and a generalized multiple-factor asset pricing model (Q253114) (← links)
- On European option pricing under partial information. (Q265152) (← links)
- Near-optimal controls of differential systems with switching and random jumps subject to fast switching and wideband noise perturbation (Q272784) (← links)
- Resource allocation with stochastic optimal control approach (Q291338) (← links)
- How suboptimal are linear sharing rules? (Q315471) (← links)
- Interest rates risk-premium and shape of the yield curve (Q316908) (← links)
- Minimizing lifetime poverty with a penalty for bankruptcy (Q343989) (← links)
- Scale-invariant asset pricing and consumption/portfolio choice with general attitudes toward risk and uncertainty (Q367371) (← links)
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Solutions to integro-differential problems arising on pricing options in a Lévy market (Q411469) (← links)
- Continuous-discrete state-space modeling of panel data with nonlinear filter algorithms (Q413962) (← links)
- Taming animal spirits: risk management with behavioural factors (Q470654) (← links)
- Pension fund taxation and risk-taking: should we switch from the EET to the TEE regime? (Q470677) (← links)
- Stochastic idiosyncratic cash flow risk and real options: implications for stock returns (Q508411) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- An approximation scheme for Black-Scholes equations with delays (Q601061) (← links)
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- Solving an asset pricing model with hybrid internal and external habits, and autocorrelated Gaussian shocks (Q665823) (← links)
- Spherical harmonics applied to differential and integro-differential equations arising in mathematical finance (Q691357) (← links)
- A discrete-time algorithm for pricing double barrier options. (Q698352) (← links)
- Portfolio insurance with liquidity risk (Q841847) (← links)
- Optimal mortgage loan securitization and the subprime crisis (Q845558) (← links)
- Continuous time one-dimensional asset-pricing models with analytic price-dividend functions (Q847865) (← links)
- Intraday empirical analysis and modeling of diversified world stock indices (Q853868) (← links)
- An exact subexponential-time lattice algorithm for Asian options (Q878377) (← links)
- Model predictive control of systems with random dependent parameters under constraints and its application to the investment portfolio optimization (Q885779) (← links)
- Reduced-form models with regime switching: An empirical analysis for corporate bonds (Q928173) (← links)
- Generating interest rate scenarios for bank asset liability management (Q928295) (← links)
- Discrete time mean-variance analysis with singular second moment matrices and an exogenous liability (Q943498) (← links)
- Options under proportional transaction costs: An algorithmic approach to pricing and hedging (Q944910) (← links)
- On the number of deviations of geometric Brownian motion with drift from its extreme points with applications to transaction costs (Q956391) (← links)
- Hedging using simulation: a least squares approach (Q956433) (← links)
- Spectral approximation of infinite-dimensional Black-Scholes equations with memory (Q965863) (← links)
- Portfolio and consumption decisions with the consumption habit constraints (Q1000046) (← links)
- On the works of kiyosi itô and stochastic analysis (Q1000327) (← links)
- Standardized versus customized portfolio: a compensating variation approach (Q1026546) (← links)
- Testing diffusion processes for non-stationarity (Q1028540) (← links)
- A class of multi-period semi-variance portfolio selection with a four-factor futures price model (Q1032527) (← links)
- Closing the GARCH gap: Continuous time GARCH modeling (Q1126492) (← links)
- Theory of constant proportion portfolio insurance (Q1200314) (← links)
- Maximum principle for a stochastic optimal control problem and application to portfolio/consumption choice (Q1273920) (← links)
- On the diversity of equity markets (Q1300422) (← links)
- Identification and control in the partially known Merton portfolio selection model (Q1321343) (← links)
- An optimal investment/consumption problem with higher borrowing rate (Q1387523) (← links)
- Pensionmetrics 2: Stochastic pension plan design during the distribution phase. (Q1413333) (← links)
- Moment generating function approach to pricing interest rate and foreign exchange rate claims. (Q1413350) (← links)
- Optimal pension management in a stochastic framework. (Q1430674) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Stochastic dominance bounds on derivatives prices in a multiperiod economy with proportional transaction costs. (Q1605429) (← links)
- Nonparametric estimation of a scalar diffusion model from discrete time data: a survey (Q1699137) (← links)
