Pages that link to "Item:Q1613052"

The following pages link to The role of Hellinger processes in mathematical finance (Q1613052):

Displaying 9 items.

• Applications of entropy in finance: a review (Q280721) (← links)
• Optimal portfolio allocation with higher moments (Q665798) (← links)
• Stochastic optimal control of DC pension funds (Q931216) (← links)
• Constant elasticity of variance model and analytical strategies for annuity contracts (Q940151) (← links)
• The constant elasticity of variance (CEV) model and the Legendre transform-dual solution for annuity contracts (Q995510) (← links)
• Portfolio choice with jumps: a closed-form solution (Q1024892) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Multiasset Derivatives and Joint Distributions of Asset Prices (Q4561945) (← links)
• Brief synopsis of the scientific career of T. R. Hurd (Q6644191) (← links)