Pages that link to "Item:Q5358060"
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The following pages link to PORTFOLIO OPTIMIZATION IN A DEFAULT MODEL UNDER FULL/PARTIAL INFORMATION (Q5358060):
Displayed 4 items.
- Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
- Indifference pricing of pure endowments via BSDEs under partial information (Q5140641) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Optimal Investment-consumption for Partially Observed Jump-diffusions (Q5746531) (← links)