Pages that link to "Item:Q4659948"
From MaRDI portal
The following pages link to A note on log-optimal portfolios in exponential Lévy markets (Q4659948):
Displaying 6 items.
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- Optimal portfolios in Lévy markets under state-dependent bounded utility functions (Q965867) (← links)
- Logarithmic utility maximization in an exponential Lévy model (Q2356496) (← links)
- No Arbitrage and the Growth Optimal Portfolio (Q3423706) (← links)
- UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219) (← links)
- Brief synopsis of the scientific career of T. R. Hurd (Q6644191) (← links)
