Pages that link to "Item:Q2348617"

The following pages link to H-J-B equations of optimal consumption-investment and verification theorems (Q2348617):

Displaying 9 items.

• Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
• Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
• An optimal portfolio and consumption problem with a benchmark and partial information (Q2690075) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• On the parabolic equation for portfolio problems (Q4989156) (← links)
• The investor problem based on the HJM model (Q5028970) (← links)
• An optimal consumption and investment problem with partial information (Q5214995) (← links)
• Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)