Pages that link to "Item:Q2871407"

The following pages link to A stochastic volatility model and optimal portfolio selection (Q2871407):

Displaying 33 items.

• Robust optimal portfolio and proportional reinsurance for an insurer under a CEV model (Q282274) (← links)
• Robust optimal investment and reinsurance problem for the product of the insurer's and the reinsurer's utilities (Q724542) (← links)
• Optimal mean-variance investment and reinsurance problem for an insurer with stochastic volatility (Q1616790) (← links)
• Optimal excess-of-loss reinsurance and investment problem with delay and jump-diffusion risk process under the CEV model (Q1639554) (← links)
• Robust optimal investment strategy for an AAM of DC pension plans with stochastic interest rate and stochastic volatility (Q1641143) (← links)
• Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
• Robust non-zero-sum investment and reinsurance game with default risk (Q1757617) (← links)
• BSDE approach to utility maximization with square-root factor processes (Q1984680) (← links)
• Robust optimal reinsurance and investment strategies for an AAI with multiple risks (Q2010895) (← links)
• Robust optimal investment and reinsurance problem for a general insurance company under Heston model (Q2014373) (← links)
• Mean-variance portfolio selection under Volterra Heston model (Q2045133) (← links)
• The Lie symmetry approach on (1+2)-dimensional financial models (Q2062223) (← links)
• Dynamic optimal mean-variance portfolio selection with stochastic volatility and stochastic interest rate (Q2103521) (← links)
• Robust optimal investment problem with delay under Heston's model (Q2152268) (← links)
• A hybrid stochastic differential reinsurance and investment game with bounded memory (Q2242320) (← links)
• Dual control Monte-Carlo method for tight bounds of value function under Heston stochastic volatility model (Q2273896) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with delay and dependent risks (Q2296543) (← links)
• Management strategies for a defined contribution pension fund under the hybrid stochastic volatility model (Q2322431) (← links)
• A BSDE approach to a class of dependent risk model of mean-variance insurers with stochastic volatility and no-short selling (Q2332719) (← links)
• Asset liability management for an ordinary insurance system with proportional reinsurance in a CIR stochastic interest rate and Heston stochastic volatility framework (Q2338463) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Optimal investment-reinsurance strategy for mean-variance insurers with square-root factor process (Q2347064) (← links)
• Optimal reinsurance and investment problem for an insurer with counterparty risk (Q2347114) (← links)
• Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
• Robust optimal excess-of-loss reinsurance and investment problem with more general dependent claim risks and defaultable risk (Q2684941) (← links)
• Optimal investment strategies for asset-liability management with affine diffusion factor processes and HARA preferences (Q2691482) (← links)
• Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
• Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
• Hedging longevity risk in defined contribution pension schemes (Q6088770) (← links)
• Utility maximization in a stochastic affine interest rate and CIR risk premium framework: a BSDE approach (Q6098178) (← links)
• Robust optimal asset-liability management with mispricing and stochastic factor market dynamics (Q6152696) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• Robust optimal investment strategies for mean-variance asset-liability management under 4/2 stochastic volatility models (Q6164849) (← links)