Pages that link to "Item:Q4919616"

The following pages link to POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616):

Displaying 8 items.

• Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
• The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
• Simple explicit formula for near-optimal stochastic lifestyling (Q2178104) (← links)
• Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
• Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
• The Value of Insight (Q3387920) (← links)
• ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
• A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)