Pages that link to "Item:Q3427523"
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The following pages link to Optimal Consumption-Investment Problems in Incomplete Markets with Stochastic Coefficients (Q3427523):
Displaying 29 items.
- A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
- On the verification theorem of dynamic portfolio-consumption problems with stochastic market price of risk (Q538323) (← links)
- A new stochastic factor model: general explicit solutions (Q847280) (← links)
- Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670) (← 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)
- Consumption in incomplete markets (Q2308177) (← links)
- Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
- Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
- A control approach to robust utility maximization with logarithmic utility and time-consistent penalties (Q2372460) (← links)
- Optimal investment and reinsurance for an insurer under Markov-modulated financial market (Q2397849) (← links)
- Asymptotics of robust utility maximization (Q2428048) (← links)
- Portfolios and risk premia for the long run (Q2428051) (← links)
- An optimal investment strategy with maximal risk aversion and its ruin probability in the presence of stochastic volatility on investments (Q2445986) (← links)
- Robust optimal control for a consumption-investment problem (Q2482684) (← links)
- Consumption and investment with interest rate risk (Q2633849) (← links)
- Optimization problem under change of regime of interest rate (Q2816571) (← links)
- Optimal investment, consumption, and life insurance in an incomplete market (Q2816845) (← links)
- A Martingale Approach to Optimal Portfolios with Jump-diffusions (Q2884610) (← links)
- Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- Optimal investment-consumption and life insurance with capital constraints (Q5085601) (← links)
- An optimal consumption and investment problem with partial information (Q5214995) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
- A NOTE ON A NEW APPROACH TO BOTH PRICE AND VOLATILITY JUMPS: AN APPLICATION TO THE PORTFOLIO MODEL (Q5369467) (← links)
- On investment and minimization of shortfall risk for a diffusion model with jumps and two interest rates via market completion (Q5391373) (← links)
- A robust investment-consumption optimization problem in a switching regime interest rate setting (Q6173963) (← links)
