Pages that link to "Item:Q1391763"
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The following pages link to Hedging in incomplete markets with HARA utility (Q1391763):
Displaying 50 items.
- Optimal investment, stochastic labor income and retirement (Q426617) (← links)
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
- ``Itō's lemma'' and the Bellman equation for Poisson processes: An applied view (Q857923) (← links)
- Singular control with state constraints on unbounded domain (Q858986) (← links)
- The structure of optimal consumption streams in general incomplete markets (Q926391) (← links)
- Optimal consumption and investment strategies with a perishable and an indivisible durable consumption good (Q951456) (← links)
- Taxation, risk-taking and growth: a continuous-time stochastic general equilibrium analysis with labor-leisure choice (Q953662) (← links)
- Explicit solutions to an optimal portfolio choice problem with stochastic income (Q956429) (← links)
- Stochastic lifestyling: optimal dynamic asset allocation for defined contribution pension plans (Q956531) (← links)
- Optimal investment strategies with a reallocation constraint (Q992044) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Existence of optimal controls for singular control problems with state constraints (Q997426) (← links)
- A computational scheme for the optimal strategy in an incomplete market (Q1027435) (← links)
- On the fluctuations in consumption and market returns in the presence of labor and human capital: An equilibrium analysis (Q1292271) (← links)
- Labor income, borrowing constraints, and equilibrium asset prices (Q1341465) (← links)
- Optimal consumption and portfolio choice with borrowing constraints (Q1385278) (← links)
- Optimal consumption/investment policies with undiversifiable income risk and liquidity constraints (Q1575404) (← links)
- Time preference and real investment (Q1655749) (← links)
- A dynamic programming approach to a consumption/investment and retirement choice problem under borrowing constraints (Q1684774) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
- Real options with constant relative risk aversion (Q1853198) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Optimal investment with random endowments in incomplete markets. (Q1879894) (← links)
- Stochastic optimization under constraints. (Q1888753) (← links)
- Viable prices in financial markets with solvency constraints (Q1890932) (← links)
- Additive habit formation: consumption in incomplete markets with random endowments (Q1935726) (← links)
- Existence of optimal consumption and portfolio rules with portfolio constraints and stochastic income, durability and habit formation. (Q1972341) (← links)
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Optimal investment and consumption with labor income in incomplete markets (Q2192739) (← links)
- Time consistent pension funding in a defined benefit pension plan with non-constant discounting (Q2212148) (← links)
- Consumption in incomplete markets (Q2308177) (← links)
- Optimal investment and dividend for an insurer under a Markov regime switching market with high gain tax (Q2338478) (← links)
- Funding and investment decisions in a stochastic defined benefit pension plan with several levels of labor-income earnings (Q2384582) (← links)
- Indifference pricing for CRRA utilities (Q2392015) (← links)
- Maximizing the utility of consumption with commutable life annuities (Q2445347) (← links)
- Asymptotic analysis of utility-based hedging strategies for small number of contingent claims (Q2464858) (← links)
- Lifetime consumption-portfolio choice under trading constraints, recursive preferences, and nontradeable income (Q2485813) (← links)
- A mean field capital accumulation game with HARA utility (Q2514566) (← links)
- Optimization problem for a portfolio with an illiquid asset: Lie group analysis (Q2627916) (← links)
- Consumption and investment with interest rate risk (Q2633849) (← links)
- Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
- A NOTE ON UTILITY INDIFFERENCE PRICING (Q2828052) (← links)
- Unemployment Risks and Optimal Retirement in an Incomplete Market (Q2830771) (← links)
- OPTIMAL INVESTMENT WITH INTERMEDIATE CONSUMPTION AND RANDOM ENDOWMENT (Q2968275) (← links)
- ASSET ALLOCATION AND ANNUITY-PURCHASE STRATEGIES TO MINIMIZE THE PROBABILITY OF FINANCIAL RUIN (Q3423400) (← links)
- EXPLICIT SOLUTIONS FOR A NONLINEAR MODEL OF FINANCIAL DERIVATIVES (Q3444860) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
- DISUTILITY, OPTIMAL RETIREMENT, AND PORTFOLIO SELECTION (Q5488982) (← links)
