On the role of Föllmer-Schweizer minimal martingale measure in risk-sensitive control asset management (Q3449927): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / OpenAlex ID @@
+W2962927918
@@ Property / OpenAlex ID: W2962927918 / rank @@
+Normal rank
@@ Property / arXiv ID @@
+.6649
@@ Property / arXiv ID: 1407.6649 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997913
@@ Property / cites work: Q3997913 / rank @@
+Normal rank
@@ Property / cites work @@
+A Tribute to Wendell H. Fleming
@@ Property / cites work: A Tribute to Wendell H. Fleming / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive dynamic asset management
@@ Property / cites work: Risk-sensitive dynamic asset management / rank @@
+Normal rank
@@ Property / cites work @@
+Q4868515
@@ Property / cites work: Q4868515 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive control and an optimal investment model. II.
+Normal rank
@@ Property / cites work @@
+On Transforming a Certain Class of Stochastic Processes by Absolutely Continuous Substitution of Measures
+Normal rank
@@ Property / cites work @@
+Q4368791
@@ Property / cites work: Q4368791 / rank @@
+Normal rank
@@ Property / cites work @@
+Risk-sensitive portfolio optimization on infinite time horizon
+Normal rank
@@ Property / cites work @@
+Risk-sensitive optimal investment policy
@@ Property / cites work: Risk-sensitive optimal investment policy / rank @@
+Normal rank
@@ Property / cites work @@
+Q3997540
@@ Property / cites work: Q3997540 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3449927