Pages that link to "Item:Q3580219"
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The following pages link to UTILITY MAXIMIZATION IN AFFINE STOCHASTIC VOLATILITY MODELS (Q3580219):
Displayed 6 items.
- Utility maximization in models with conditionally independent increments (Q614120) (← links)
- The opportunity process for optimal consumption and investment with power utility (Q1932536) (← links)
- The Bellman equation for power utility maximization with semimartingales (Q2428054) (← links)
- BSDEs driven by time-changed Lévy noises and optimal control (Q2436795) (← links)
- A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
- Optimal Portfolios for Financial Markets with Wishart Volatility (Q5407025) (← links)