Optimal consumption problems in discontinuous markets (Q5746732): Difference between revisions

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+Utility Maximization with Discretionary Stopping
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+Normal rank
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+Optimal investment decisions when time-horizon is uncertain
+Normal rank
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+Utility maximization with a stochastic clock and an unbounded random endowment
+Normal rank
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+The role of longevity bonds in optimal portfolios
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+Normal rank
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+Carthaginian enlargement of filtrations
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+Normal rank
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+A general version of the fundamental theorem of asset pricing
+Normal rank
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+Optimal portfolio for a small investor in a market model with discontinuous prices
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+Optimal investment with counterparty risk: a default-density model approach
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+What happens after a default: the conditional density approach
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+Hazard rate for credit risk and hedging defaultable contingent claims
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+Quasimartingales, martingales locales, semimartingales et filtration naturelle
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