Pages that link to "Item:Q1424715"

The following pages link to An optimal consumption model with stochastic volatility (Q1424715):

Displaying 50 items.

• On investment consumption modeling with jump process extensions for productive sectors (Q262002) (← links)
• Optimal strategies for asset allocation and consumption under stochastic volatility (Q274239) (← links)
• An infinite time horizon portfolio optimization model with delays (Q338659) (← links)
• A consumption-investment problem with heterogeneous discounting (Q459384) (← links)
• Optimal consumption-investment strategy under the vasicek model: HARA utility and Legendre transform (Q506093) (← links)
• An optimal portfolio model with stochastic volatility and stochastic interest rate (Q615916) (← links)
• Portfolio optimization models on infinite-time horizon (Q819340) (← links)
• Multiperiod portfolio optimization models in stochastic markets using the mean--variance approach (Q858428) (← links)
• Robust consumption-investment problem on infinite horizon (Q901248) (← links)
• Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← links)
• Portfolio selection in stochastic markets with exponential utility functions (Q1026576) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Optimal portfolio and consumption rule with a CIR model under HARA utility (Q1655923) (← links)
• Optimal consumption and portfolio decision with convertible bond in affine interest rate and Heston's SV framework (Q1793216) (← links)
• HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
• Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
• An investment and consumption problem with CIR interest rate and stochastic volatility (Q2015242) (← links)
• Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
• Optimal reinsurance and investment strategy with delay in Heston's SV model (Q2240102) (← links)
• A collective investment problem in a stochastic volatility environment: the impact of sharing rules (Q2241134) (← links)
• Consumption in incomplete markets (Q2308177) (← links)
• Portfolio optimization for assets with stochastic yields and stochastic volatility (Q2317849) (← links)
• A stochastic dynamic programming approach based on bounded rationality and application to dynamic portfolio choice (Q2321522) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Optimal investment and excess-of-loss reinsurance problem with delay for an insurer under Heston's SV model (Q2347109) (← links)
• Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
• H-J-B equations of optimal consumption-investment and verification theorems (Q2348617) (← links)
• Asymptotics of robust utility maximization (Q2428048) (← links)
• Optimal time-consistent investment and reinsurance strategies for insurers under Heston's SV model (Q2444720) (← links)
• Robust optimal control for a consumption-investment problem (Q2482684) (← links)
• Portfolio optimization in stochastic markets (Q2500788) (← links)
• Optimal consumption-investment under partial information in conditionally log-Gaussian models (Q2699282) (← links)
• A stochastic volatility model and optimal portfolio selection (Q2871407) (← links)
• An <I>ε</I>-Optimal Portfolio with Stochastic Volatility (Q3023649) (← links)
• Optimal portfolio selection strategies under some constraints (Q3054702) (← links)
• An optimal portfolio problem in a defaultable market (Q3059692) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
• Portfolio optimization and a factor model in a stochastic volatility market (Q3426318) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• On the parabolic equation for portfolio problems (Q4989156) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• An optimal consumption and investment problem with partial information (Q5214995) (← links)
• An optimal investment model with Markov-driven volatilities (Q5245919) (← links)
• A stochastic control model of investment, production, and consumption on a finite horizon (Q5246792) (← links)
• NEWS‐GENERATED DEPENDENCE AND OPTIMAL PORTFOLIOS FOR <i>n</i> STOCKS IN A MARKET OF BARNDORFF‐NIELSEN AND SHEPHARD TYPE (Q5455262) (← links)
• A stochastic control model of investment, production and consumption (Q5464387) (← links)
• Optimal portfolios and Heston's stochastic volatility model: an explicit solution for power utility (Q5711169) (← links)
• Optimal consumption-portfolio strategy and housing choice problem with a loan-to-value ratio (Q6179929) (← links)
• A long-term optimal consumption and investment problem with partial information (Q6588547) (← links)