Pages that link to "Item:Q2851560"
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The following pages link to OPTIMAL CONSUMPTION AND INVESTMENT FOR A LARGE INVESTOR: AN INTENSITY-BASED CONTROL FRAMEWORK (Q2851560):
Displaying 5 items.
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Portfolio optimization for a large investor under partial information and price impact (Q684140) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- Unrestricted consumption under a deterministic wealth and an Ornstein–Uhlenbeck process as a discount rate (Q4643635) (← links)
- Portfolio Optimization for a Large Investor Controlling Market Sentiment Under Partial Information (Q4968923) (← links)
