Pages that link to "Item:Q2450805"
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The following pages link to Optimal investment with a value-at-risk constraint (Q2450805):
Displaying 7 items.
- A penalty approximation method for a semilinear parabolic double obstacle problem (Q480830) (← links)
- Optimality of \((s,S)\) policies with nonlinear processes (Q523979) (← links)
- The optimal mean variance problem with inflation (Q894986) (← links)
- Ergodic control for a mean reverting inventory model (Q1716996) (← links)
- Optimal investment of an insurer with regime-switching and risk constraint (Q4576870) (← links)
- Optimal Inventory Control with Jump Diffusion and Nonlinear Dynamics in the Demand (Q4601236) (← links)
- Estimating a VaR-type ruin measure by Laguerre series expansion in classical compound Poisson risk model (Q6152040) (← links)
