Pages that link to "Item:Q2930955"
From MaRDI portal
The following pages link to A Class of Solvable Optimal Stopping Problems of Spectrally Negative Jump Diffusions (Q2930955):
Displayed 3 items.
- Optimal mean-variance reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q328530) (← links)
- Investment timing in presence of downside risk: a certainty equivalent characterization (Q666451) (← links)
- Optimal reinsurance and investment in a jump-diffusion financial market with common shock dependence (Q1743390) (← links)