Pages that link to "Item:Q3654564"
From MaRDI portal
The following pages link to A class of continuous-time portfolio selection with liability under jump-diffusion processes (Q3654564):
Displayed 5 items.
- Optimal dynamic asset-liability management with stochastic interest rates and inflation risks (Q1681707) (← links)
- Optimal mean-variance asset-liability management with stochastic interest rates and inflation risks (Q2407990) (← links)
- Optimal portfolio selection in a Lévy market with uncontrolled cash flow and only risky assets (Q2871726) (← links)
- Continuous-time safety-first portfolio selection with jump-diffusion processes (Q5497353) (← links)
- Dynamic asset-liability management problem in a continuous-time model with delay (Q5863710) (← links)