Pages that link to "Item:Q3000883"

The following pages link to Stochastic Partial Differential Equations and Portfolio Choice (Q3000883):

Displaying 35 items.

• Probabilistic aspects of finance (Q373529) (← links)
• Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
• An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
• Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890) (← links)
• Dynamically consistent investment under model uncertainty: the robust forward criteria (Q1788824) (← links)
• Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
• Advanced strategies of portfolio management in the Heston market model (Q2069087) (← links)
• Convolutional neural network based simulation and analysis for backward stochastic partial differential equations (Q2159857) (← links)
• Nonrecursive separation of risk and time preferences (Q2201707) (← links)
• Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
• Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095) (← links)
• A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
• INITIAL INVESTMENT CHOICE AND OPTIMAL FUTURE ALLOCATIONS UNDER TIME-MONOTONE PERFORMANCE CRITERIA (Q3086256) (← links)
• Forward indifference valuation of American options (Q3145087) (← links)
• A Class of Homothetic Forward Investment Performance Processes with Non-zero Volatility (Q4561947) (← links)
• Mean-square stability and error analysis of implicit time-stepping schemes for linear parabolic SPDEs with multiplicative Wiener noise in the first derivative (Q4902865) (← links)
• A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
• Time-Consistent Conditional Expectation Under Probability Distortion (Q4958560) (← links)
• Optimal Contract for a Fund Manager with Capital Injections and Endogenous Trading Constraints (Q4971978) (← links)
• Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504) (← links)
• Recover Dynamic Utility from Observable Process: Application to the Economic Equilibrium (Q4987714) (← links)
• MIXTURE OF CONSISTENT STOCHASTIC UTILITIES AND <i>A PRIORI</i> RANDOMNESS (Q4990917) (← links)
• AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
• Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
• Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
• Who Are I: Time Inconsistency and Intrapersonal Conflict and Reconciliation (Q5050085) (← links)
• Solving some stochastic partial differential equations driven by Lévy noise using two SDEs* (Q5056599) (← links)
• DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
• Forward Utility and Market Adjustments in Relative Investment-Consumption Games of Many Players (Q5097219) (← links)
• Power Mixture Forward Performance Processes (Q5097226) (← links)
• Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
• Predictable Forward Performance Processes: The Binomial Case (Q5212015) (← links)
• Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
• Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
• Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)