Pages that link to "Item:Q2015242"

The following pages link to An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242):

Displaying 11 items.

• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• Legendre transform-dual solution for a class of investment and consumption problems with HARA utility (Q1718893) (← links)
• Optimal investment for insurers with the extended CIR interest rate model (Q1722131) (← links)
• Portfolio selection with liability and affine interest rate in the HARA utility framework (Q1723831) (← links)
• Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
• Robust optimal strategies of DC pension plans with stochastic volatility and stochastic income under mean-variance criteria (Q2076400) (← links)
• Feedback optimal controllers for the Heston model (Q2187328) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Optimal management of DC pension plan in a stochastic interest rate and stochastic volatility framework (Q2513440) (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Defined contribution pension planning with the return of premiums clauses and HARA preference in stochastic environments (Q6100430) (← links)