Pages that link to "Item:Q1083122"
From MaRDI portal
The following pages link to Ruin problems and myopic portfolio optimization in continuous trading (Q1083122):
Displaying 7 items.
- The equilibrium allocation of diffusive and jump risks with heterogeneous agents (Q956451) (← links)
- Contingent claims valuation when the security price is a combination of an Itō process and a random point process (Q1103505) (← links)
- Admissible investment strategies in continuous trading (Q1111524) (← links)
- Stability for multidimensional jump-diffusion processes (Q1593618) (← links)
- Conditions for optimality in the infinite-horizon portfolio-cum-saving problem with semimartingale investments (Q3470222) (← links)
- Asset allocation under threshold autoregressive models (Q5414497) (← links)
- OPTIMALITY AND STATE PRICING IN CONSTRAINED FINANCIAL MARKETS WITH RECURSIVE UTILITY UNDER CONTINUOUS AND DISCONTINUOUS INFORMATION (Q5459956) (← links)
