Pages that link to "Item:Q1872429"
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The following pages link to A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429):
Displayed 12 items.
- Linear forward-backward stochastic differential equations with random coefficients (Q818818) (← links)
- Numerical approach to asset pricing models with stochastic differential utility (Q853855) (← links)
- Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920) (← links)
- Efficient consumption set under recursive utility and unknown beliefs. (Q1428170) (← links)
- Optimal risk transfer and investment policies based upon stochastic differential utilities (Q2372259) (← links)
- Optimal investments for risk- and ambiguity-averse preferences: a duality approach (Q2463705) (← links)
- The Neyman-Pearson lemma under \(g\)-probability (Q2472990) (← 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)
- A Stochastic Linear Quadratic Optimal Control Problem with Generalized Expectation (Q3548433) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)