A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326): Difference between revisions

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+optimal stochastic control
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+smooth solutions
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+Optimal consumption and investment for markets with random coefficients
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+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
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+Consistent variance curve models
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+Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients
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+Portfolio optimization and a factor model in a stochastic volatility market
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+Optimum consumption and portfolio rules in a continuous-time model
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+Optimal stochastic control, stochastic target problems, and backward SDE.
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+A solution approach to valuation with unhedgeable risks
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+Publication:475326