Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531): Difference between revisions

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+PORTFOLIO OPTIMIZATION WITH JUMPS AND UNOBSERVABLE INTENSITY PROCESS
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+Bounded solutions to backward SDEs with jumps for utility optimization and indifference hedging
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+Bond Market Structure in the Presence of Marked Point Processes
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+Bang-bang controls of point processes
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+Risk minimizing hedging for a partially observed high frequency data model
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+UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS
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+Nonlinear Filtering for Jump Diffusion Observations
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+Convex duality in constrained portfolio optimization
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+Quelques applications de la formule de changement de variables pour les semimartingales
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+Q3925594
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+Utility maximization in incomplete markets
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+Multivariate point processes: predictable projection, Radon-Nikodym derivatives, representation of martingales
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+Q4778955
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+The asymptotic elasticity of utility functions and optimal investment in incomplete markets
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+Optimal consumption from investment and random endowment in incomplete semimartingale markets.
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+Utility maximization with partial information
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+Exponential utility maximization in an incomplete market with defaults
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+PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION
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+Q4139359
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+Optimum consumption and portfolio rules in a continuous-time model
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+The opportunity process for optimal consumption and investment with power utility
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+The Bellman equation for power utility maximization with semimartingales
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+Optimal portfolio in partially observed stochastic volatility models.
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+Utility maximization with convex constraints and partial information
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+Consumption-Investment Models with Constraints
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