Pages that link to "Item:Q2482283"
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The following pages link to Max-plus decomposition of supermartingales and convex order. Application to American options and portfolio insurance (Q2482283):
Displaying 6 items.
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- On Azéma-Yor processes, their optimal properties and the Bachelier-drawdown equation (Q662437) (← links)
- Long-term optimal portfolios with floor (Q1761450) (← links)
- On a stochastic representation theorem for Meyer-measurable processes (Q2077325) (← links)
- Expected Supremum Representation of the Value of a Singular Stochastic Control Problem (Q4599715) (← links)
- CONSTRAINED OPTIMIZATION WITH RESPECT TO STOCHASTIC DOMINANCE: APPLICATION TO PORTFOLIO INSURANCE (Q5472779) (← links)
