Pages that link to "Item:Q2884610"
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The following pages link to A Martingale Approach to Optimal Portfolios with Jump-diffusions (Q2884610):
Displayed 9 items.
- Dynamic safety first expected utility model (Q724069) (← links)
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Utility maximization in a multidimensional semimartingale model with nonlinear wealth dynamics (Q2230762) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- PORTFOLIO ALLOCATION IN A LEVY-TYPE JUMP-DIFFUSION MODEL WITH NONLIFE INSURANCE RISK (Q4990920) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- (Q5096566) (← links)
- Martingale Approach to Optimal Portfolio-Consumption Problems in Markov-Modulated Pure-Jump Models (Q5256324) (← links)
- Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (Q6092929) (← links)