Pages that link to "Item:Q3122036"
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The following pages link to OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036):
Displayed 3 items.
- Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
- An optimal portfolio problem of DC pension with input-delay and jump-diffusion process (Q2193347) (← links)
- Robust optimal asset–liability management with delay and ambiguity aversion in a jump-diffusion market (Q6089801) (← links)