Pages that link to "Item:Q732165"
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The following pages link to Numerical methods for portfolio selection with bounded constraints (Q732165):
Displaying 8 items.
- Optimal asset-liability management with liquidity constraints and stochastic interest rates in the expected utility framework (Q508009) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Approximation of a class of non-zero-sum investment and reinsurance games for regime-switching jump-diffusion models (Q2327617) (← links)
- A quantitative description of complex adaptive system: the self-adaptive mechanism of the material purchasing management system towards the changing environment (Q2416528) (← links)
- A Computational Method for Stochastic Optimal Control Problems in Financial Mathematics (Q2821285) (← links)
- A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) (← links)
- Approximating functionals of local martingales under lack of uniqueness of the Black–Scholes PDE solution (Q4683106) (← links)
