Pages that link to "Item:Q1322708"
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The following pages link to Continuous-time security pricing. A utility gradient approach (Q1322708):
Displayed 24 items.
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- A two-person dynamic equilibrium under ambiguity (Q951358) (← links)
- Efficient and equilibrium allocations with stochastic differential utility (Q1322710) (← links)
- Asset and commodity prices with multi-attribute durable goods (Q1351930) (← links)
- Rational hedging and valuation of integrated risks under constant absolute risk aversion. (Q1413332) (← links)
- Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Explicit characterizations of financial prices with history-dependent utility (Q1602940) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Optimal consumption choice with intertemporal substitution (Q1872451) (← links)
- Optimal consumption and portfolio selection with stochastic differential utility (Q1961363) (← links)
- On optimal portfolio trading strategies for an investor facing transactions costs in a continuous trading market (Q1972345) (← links)
- A term structure model with preferences for the timing of resolution of uncertainty (Q2365065) (← links)
- Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259) (← links)
- Optimal consumption and portfolio choice with ambiguity and anticipation (Q2456486) (← links)
- Multifrequency jump-diffusions: An equilibrium approach (Q2469552) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- Backward stochastic Volterra integral equations and some related problems (Q2495382) (← links)
- Optimal lifetime consumption-portfolio strategies under trading constraints and generalized recursive preferences. (Q2574608) (← links)
- INCOMPLETE INFORMATION WITH RECURSIVE PREFERENCES (Q3523571) (← links)
- Optimal Consumption‐Portfolio Policies With Habit Formation<sup>1</sup> (Q4345934) (← links)
- Utility based pricing of contingent claims in incomplete markets (Q4483612) (← links)
- Equilibrium Pricing of Derivative Securities in Dynamically Incomplete Markets (Q5431993) (← links)