Pages that link to "Item:Q4919616"
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The following pages link to POWER UTILITY MAXIMIZATION IN CONSTRAINED EXPONENTIAL LÉVY MODELS (Q4919616):
Displayed 6 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)
- Asymptotic power utility-based pricing and hedging (Q2257041) (← links)
- On a Connection between Power and Logarithmic Utility Maximization Problems in the Exponential Lévy Model (Q3462260) (← links)
- ROBUST UTILITY MAXIMIZATION WITH LÉVY PROCESSES (Q4635032) (← links)
- (Q5179075) (← links)