Pages that link to "Item:Q4649503"
From MaRDI portal
The following pages link to UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS (Q4649503):
Displaying 9 items.
- BSDEs under partial information and financial applications (Q402719) (← links)
- Optimal investment in markets with over and under-reaction to information (Q1679555) (← links)
- Optimal reduction of public debt under partial observation of the economic growth (Q2211350) (← links)
- A BSDE-based approach for the optimal reinsurance problem under partial information (Q2212153) (← links)
- The Zakai equation of nonlinear filtering for jump-diffusion observations: existence and uniqueness (Q2249409) (← links)
- Nonlinear Filtering for Jump Diffusion Observations (Q3167334) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- RECURSIVE BACKWARD SCHEME FOR THE SOLUTION OF A BSDE WITH A NON LIPSCHITZ GENERATOR (Q5358112) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)
