Pages that link to "Item:Q2386341"
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The following pages link to Optimal portfolio selection when stock prices follow an jump-diffusion process (Q2386341):
Displayed 19 items.
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Asset-liability management under benchmark and mean-variance criteria in a jump diffusion market (Q646757) (← links)
- Optimal control of uncertain systems with jump under optimistic value criterion (Q682844) (← links)
- A class of portfolio selection with a four-factor futures price model (Q2271822) (← links)
- Dynamic asset allocation with loss aversion in a jump-diffusion model (Q2355373) (← links)
- Correction on ``Optimal portfolio selection when stock prices follow an jump-diffusion process'' (Q2460044) (← links)
- Mean-variance portfolio selection for a non-life insurance company (Q2472194) (← links)
- Government Debt Control: Optimal Currency Portfolio and Payments (Q2795864) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- Modelling on optimal portfolio with exchange rate based on discontinuous stochastic process (Q2979575) (← links)
- Numerical solution of continuous-time mean–variance portfolio selection with nonlinear constraints (Q3578798) (← links)
- A class of continuous-time portfolio selection with liability under jump-diffusion processes (Q3654564) (← links)
- Optimal portfolio model under compound jump processes (Q4932910) (← links)
- OPTIMAL PROPORTIONAL REINSURANCE AND INVESTMENT PROBLEM WITH CONSTRAINTS ON RISK CONTROL IN A GENERAL JUMP-DIFFUSION FINANCIAL MARKET (Q5369449) (← links)
- Continuous-time safety-first portfolio selection with jump-diffusion processes (Q5497353) (← links)
- Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (Q6092929) (← links)
- Optimal control of multifactor uncertain system with jumps (Q6106356) (← links)
- A defined benefit pension plan game with Brownian and Poisson jumps uncertainty (Q6168580) (← links)
- HJB equation for optimal control system with random impulses (Q6194132) (← links)