The following pages link to A theory of bond portfolios (Q558672):
Displaying 21 items.
- Representation of infinite-dimensional forward price models in commodity markets (Q403550) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- A stochastic control problem with delay arising in a pension fund model (Q483928) (← links)
- A maximum principle for relaxed stochastic control of linear SDEs with application to bond portfolio optimization (Q604807) (← links)
- Generalized integrands and bond portfolios: pitfalls and counter examples (Q627245) (← links)
- Regularization of stochastic problems with respect to variables of different kinds (Q736028) (← links)
- Robust no-free lunch with vanishing risk, a continuum of assets and proportional transaction costs (Q740666) (← links)
- Optimal portfolio choice in the bond market (Q881421) (← links)
- Exponential moments for HJM models with jumps (Q1003342) (← links)
- A characterization of hedging portfolios for interest rate contingent claims. (Q1879909) (← links)
- Milstein approximation for advection-diffusion equations driven by multiplicative noncontinuous martingale noises (Q1935507) (← links)
- No-arbitrage of second kind in countable markets with proportional transaction costs (Q1948693) (← links)
- In which financial markets do mutual fund theorems hold true? (Q2271725) (← links)
- Almost sure convergence of a Galerkin approximation for SPDEs of Zakai type driven by square integrable martingales (Q2428092) (← links)
- A theory of stochastic integration for bond markets (Q2496508) (← links)
- Optimal bond portfolios with fixed time to maturity (Q2513599) (← links)
- Robust No Arbitrage of the Second Kind with a Continuum of Assets and Proportional Transaction Costs (Q2797754) (← links)
- The forward dynamics in energy markets – infinite-dimensional modelling and simulation (Q2811117) (← links)
- UTILITY MAXIMIZATION IN A LARGE MARKET (Q4635033) (← links)
- A MIXED BOND AND EQUITY FUND MODEL FOR THE VALUATION OF VARIABLE ANNUITIES (Q5157766) (← links)
