Pages that link to "Item:Q2494467"
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The following pages link to Optimal investment in a Lévy market (Q2494467):
Displayed 8 items.
- Entry-exit decisions with underlying processes following geometric Lévy processes (Q511983) (← links)
- Insider models with finite utility in markets with jumps (Q649119) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- The Value of Insight (Q3387920) (← links)
- On the Optimal Investment (Q4976507) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- APPROXIMATE HEDGING OF OPTIONS UNDER JUMP-DIFFUSION PROCESSES (Q5265239) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)