Pages that link to "Item:Q927920"
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The following pages link to Terminal perturbation method for the backward approach to continuous time mean-variance portfolio selection (Q927920):
Displayed 4 items.
- A generalized Neyman-Pearson Lemma for \(g\)-probabilities (Q707608) (← links)
- A maximum principle for controlled time-symmetric forward-backward doubly stochastic differential equation with initial-terminal state constraints (Q1938232) (← links)
- Dual method for continuous-time Markowitz's problems with nonlinear wealth equations (Q2268069) (← links)
- The Neyman-Pearson lemma under \(g\)-probability (Q2472990) (← links)