Pages that link to "Item:Q4541564"
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The following pages link to Pricing stock and bond derivatives with a multi-factor Gaussian model (Q4541564):
Displayed 11 items.
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- Portfolio selection problems with Markowitz's mean-variance framework: a review of literature (Q1795052) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604) (← links)
- On Dynamic Decision Making to Meet Consumption Targets (Q2795872) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Multi-time state mean-variance model in continuous time (Q5016146) (← links)
- Mean-Variance Portfolio Selection in Contagious Markets (Q5071496) (← links)
- ON TIME CONSISTENCY FOR MEAN-VARIANCE PORTFOLIO SELECTION (Q5148009) (← links)
- Dynamic portfolio choice without cash (Q5234295) (← links)
- Optimal management under stochastic interest rates: the case of a protected defined contribution pension fund (Q5938016) (← links)