Wealth optimization and dual problems for jump stock dynamics with stochastic factor
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Publication:3080993
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Cited in
(6)- Optimal proportional reinsurance and investment for stochastic factor models
- Stochastic control methods: Hedging in a market described by pure jump processes
- Wealth optimization in an incomplete market driven by a jump-diffusion process
- Sustainable management of fossil fuels: a dynamic stochastic optimization approach with jump-diffusion
- Optimization problem under change of regime of interest rate
- UTILITY MAXIMIZATION WITH INTERMEDIATE CONSUMPTION UNDER RESTRICTED INFORMATION FOR JUMP MARKET MODELS
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