The following pages link to (Q4368791):
Displayed 50 items.
- Evolutionary stability of portfolio rules in incomplete markets (Q556401) (← links)
- On the convergence from discrete to continuous time in an optimal stopping problem. (Q558676) (← links)
- Monte Carlo algorithms for optimal stopping and statistical learning (Q558680) (← links)
- Nearly-optimal asset allocation in hybrid stock investment models. (Q703185) (← links)
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- Using multi-agent simulation to understand trading dynamics of a derivatives market (Q812387) (← links)
- Sup-convolutions of HARA utilities in the affine term structure (Q816443) (← links)
- A new evaluation of mean value for fuzzy numbers and its application to American put option under uncertainty (Q853433) (← links)
- A complete-market generalization of the Black-Scholes model (Q853864) (← links)
- Discrete time market with serial correlations and optimal myopic strategies (Q856298) (← links)
- Valuing virtual production capacities on flow commodities (Q857950) (← links)
- Optimal portfolio strategies benchmarking the stock market (Q857954) (← links)
- A generalized Kalman filter for fixed point approximation and efficient temporal-difference learning (Q859737) (← links)
- A Karamata-type theorem and ruin probabilities for an insurer investing proportionally in the stock market (Q868325) (← links)
- The trap of complacency in predicting the maximum (Q879259) (← links)
- Cyclical risk exposure of pension funds: a theoretical framework (Q882873) (← links)
- Properties of game options (Q883071) (← links)
- Optimal investment, consumption and retirement choice problem with disutility and subsistence consumption constraints (Q930981) (← links)
- Optimal insurance under the insurer's risk constraint (Q931186) (← links)
- Fascination financial mathematics: problems, methods and principles (Q934743) (← links)
- Optimal investment and life insurance strategies under minimum and maximum constraints (Q938028) (← links)
- Some stability results of optimal investment in a simple Lévy market (Q939388) (← links)
- Martingale approach to stochastic differential games of control and stopping (Q941305) (← links)
- Weak forms of the locally transversal linearization (LTL) technique for stochastically driven nonlinear oscillators (Q949934) (← links)
- Optimal portfolio management with American capital guarantee (Q953755) (← links)
- Delegated dynamic portfolio management under mean-variance preferences (Q955492) (← links)
- From structural assumptions to a link between assets and interest rates (Q959749) (← links)
- Management of a pension fund under mortality and financial risks (Q997092) (← links)
- Minimizing the probability of lifetime ruin under borrowing constraints (Q997099) (← links)
- Continuous-time mean-variance efficiency: the 80\% rule (Q997400) (← links)
- Optimal lifetime consumption and investment under a drawdown constraint (Q1003344) (← links)
- Backward stochastic differential equations with constraints on the gains-process (Q1307453) (← links)
- Reflected solutions of backward SDE's, and related obstacle problems for PDE's (Q1356364) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- An economic premium principle in a multiperiod economy. (Q1413269) (← links)
- A bounded risk strategy for a market with non-observable parameters. (Q1413317) (← links)
- Pricing contingent claims in incomplete markets when the holder can choose among different payoffs. (Q1413354) (← links)
- Optimal portfolio and background risk: an exact and an approximated solution. (Q1413356) (← links)
- A complete explicit solution to the log-optimal portfolio problem. (Q1413691) (← links)
- Non-addictive habits: optimal consumption-portfolio policies. (Q1421889) (← links)
- Fair valuation of path-dependent participating life insurance contracts. (Q1423344) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- Perpetual options and Canadization through fluctuation theory (Q1425486) (← links)
- Financial options and statistical prediction intervals (Q1431433) (← links)
- A stochastic representation for mean curvature type geometric flows (Q1431481) (← links)
- Optimal consumption from investment and random endowment in incomplete semimartingale markets. (Q1433880) (← links)
- Rational equilibrium asset-pricing bubbles in continuous trading models (Q1566903) (← links)
- Dynamics aggregation in stochastic control problems (Q1586806) (← links)
- A two-step simulation procedure to analyze the exercise features of American options (Q1762863) (← links)
- Convexity of the optimal stopping boundary for the American put option (Q1766723) (← links)