Pages that link to "Item:Q3080993"
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The following pages link to Wealth optimization and dual problems for jump stock dynamics with stochastic factor (Q3080993):
Displaying 4 items.
- Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion (Q323525) (← links)
- Stochastic control methods: Hedging in a market described by pure jump processes (Q983684) (← links)
- Optimal proportional reinsurance and investment for stochastic factor models (Q2421393) (← links)
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503) (← links)
