Rodwell Kufakunesu

Available identifiers

zbMath Open kufakunesu.rodwellMaRDI QIDQ896738

List of research outcomes

Publication	Date of Publication	Type
Risk-based optimal portfolio of an insurance firm with regime switching and noisy memory	2024-06-17	Paper
Optimal Investment-Consumption-Insurance with Partial Information and Correlation Between Assets Price and Factor Process	2023-04-24	Paper
On the sensitivity analysis of energy quanto options	2022-10-28	Paper
Optimal investment-consumption and life insurance with capital constraints	2022-06-27	Paper
A note on representation of BSDE-based dynamic risk measures and dynamic capital allocations	2022-05-30	Paper
Optimal asset allocation for a DC plan with partial information under inflation and mortality risks	2022-05-23	Paper
Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model	2022-01-21	Paper
AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK	2021-08-24	Paper
On the multi-dimensional portfolio optimization with stochastic volatility	2019-10-15	Paper
Optimal investment-consumption and life insurance selection problem under inflation. A BSDE approach	2018-05-03	Paper
Optimal investment models with stochastic volatility: the time inhomogeneous case	2017-03-20	Paper
A note on optimal investment-consumption-insurance in a Lévy market	2015-12-14	Paper
The density process of the minimal entropy martingale measure in a stochastic volatility market. A PDE Approach	2013-11-19	Paper
PRICING OF EXOTIC ENERGY DERIVATIVES BASED ON ARITHMETIC SPOT MODELS	2009-08-10	Paper
Valuing Volatility and Variance Swaps for a Non‐Gaussian Ornstein–Uhlenbeck Stochastic Volatility Model	2008-04-29	Paper

Research outcomes over time

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