Pages that link to "Item:Q3077479"
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The following pages link to Optimal investment problem with stochastic interest rate and stochastic volatility: Maximizing a power utility (Q3077479):
Displayed 4 items.
- Time-consistent reinsurance-investment strategy for a mean-variance insurer under stochastic interest rate model and inflation risk (Q495442) (← links)
- An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
- Optimal investment-reinsurance policy with stochastic interest and inflation rates (Q2298524) (← links)
- Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)