Pages that link to "Item:Q4835397"
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The following pages link to Martingale Analysis for Assets with Discontinuous Returns (Q4835397):
Displayed 10 items.
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- On martingale measures when asset returns have unpredictable jumps (Q1363465) (← links)
- Portfolio selection: a review (Q2247913) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- A simulation environment for discontinuous portfolio value processes (Q2722288) (← links)
- ASYMMETRIC INFORMATION IN A FINANCIAL MARKET WITH JUMPS (Q4528081) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
- Continuous-time mean–variance portfolio selection with value-at-risk and no-shorting constraints (Q5745553) (← links)
- Wealth optimization in an incomplete market driven by a jump-diffusion process (Q5939298) (← links)