Pages that link to "Item:Q642699"
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The following pages link to Mean-variance hedging and forward-backward stochastic differential filtering equations (Q642699):
Displayed 5 items.
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- A new optimal portfolio selection model with owner-occupied housing (Q670831) (← links)
- A random parameter model for continuous-time mean-variance asset-liability management (Q1666339) (← links)
- Arbitrage-free conditions and hedging strategies for markets with penalty costs on short positions (Q1955374) (← links)
- A nonhomogeneous mean-field linear-quadratic optimal control problem and application (Q2240664) (← links)