Pages that link to "Item:Q1657151"
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The following pages link to Dynamic derivative strategies with stochastic interest rates and model uncertainty (Q1657151):
Displaying 13 items.
- Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
- Robust consumption and portfolio choice with derivatives trading (Q2171630) (← links)
- Horizon-unbiased investment with ambiguity (Q2191465) (← links)
- A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
- Reinsurance contract design when the insurer is ambiguity-averse (Q2415981) (← links)
- Mean-variance asset-liability management under CIR interest rate and the family of 4/2 stochastic volatility models with derivative trading (Q2691368) (← links)
- The optimal investment-reinsurance strategies for ambiguity aversion insurer in uncertain environment (Q2691400) (← links)
- Optimal investment-reinsurance strategy with derivatives trading under the joint interests of an insurer and a reinsurer (Q2699113) (← links)
- Robust portfolios with commodities and stochastic interest rates (Q5014231) (← links)
- Robust optimal investment strategy of DC pension plans with stochastic salary and a return of premiums clause (Q5039825) (← links)
- Robust portfolio choice for a DC pension plan with inflation risk and mean-reverting risk premium under ambiguity (Q5151534) (← links)
- Life-Cycle Planning with Ambiguous Economics and Mortality Risks (Q5206147) (← links)
- Robust equilibrium strategy for DC pension plan with the return of premiums clauses in a jump-diffusion model (Q5880386) (← links)
