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

@@ Property / cites work @@
+Optimal consumption and investment for markets with random coefficients
+Normal rank
@@ Property / cites work @@
+On the Existence of Finite‐Dimensional Realizations for Nonlinear Forward Rate Models
+Normal rank
@@ Property / cites work @@
+Consistent variance curve models
@@ Property / cites work: Consistent variance curve models / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients
+Normal rank
@@ Property / cites work @@
+Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients
+Normal rank
@@ Property / cites work @@
+A theory of bond portfolios
@@ Property / cites work: A theory of bond portfolios / rank @@
+Normal rank
@@ Property / cites work @@
+On the geometry of the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+Q4086303
@@ Property / cites work: Q4086303 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4032143
@@ Property / cites work: Q4032143 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3910361
@@ Property / cites work: Q3910361 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization and a factor model in a stochastic volatility market
+Normal rank
@@ Property / cites work @@
+Optimum consumption and portfolio rules in a continuous-time model
+Normal rank
@@ Property / cites work @@
+Smooth solutions to optimal investment models with stochastic volatilities and portfolio constraints
+Normal rank
@@ Property / cites work @@
+Q3997782
@@ Property / cites work: Q3997782 / rank @@
+Normal rank
@@ Property / cites work @@
+Optimal stochastic control, stochastic target problems, and backward SDE.
+Normal rank
@@ Property / cites work @@
+A solution approach to valuation with unhedgeable risks
+Normal rank