Pages that link to "Item:Q3479757"
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The following pages link to Optimization Problems in the Theory of Continuous Trading (Q3479757):
Displaying 50 items.
- Jump-diffusion international asset allocation (Q300842) (← links)
- A Bayesian approach for optimal reinsurance and investment in a diffusion model (Q383414) (← links)
- Necessary and sufficient conditions in the problem of optimal investment with intermediate consumption (Q486932) (← links)
- Optimal reinsurance and investment policies with the CEV stock market (Q517202) (← links)
- Stability and optimal control for uncertain continuous-time singular systems (Q518897) (← links)
- Semi-parametric estimation of American option prices (Q528168) (← links)
- Optimal combining quota-share and excess of loss reinsurance to maximize the expected utility (Q545562) (← links)
- Fuzzy optimal control of linear quadratic models (Q604043) (← links)
- On a PDE arising in one-dimensional stochastic control problems (Q607894) (← links)
- An application of dynamic programming principle in corporate international optimal investment and consumption choice problem (Q624702) (← links)
- Optimal proportional reinsurance and investment in a stock market with Ornstein-Uhlenbeck process (Q634007) (← links)
- Determining mixed linear-nonlinear coupled differential equations from multivariate discrete time series sequences (Q675936) (← links)
- The valuation problem in arbitrage price theory (Q690339) (← links)
- Variational inequalities and the pricing of American options (Q751451) (← links)
- Optimal portfolio for a small investor in a market model with discontinuous prices (Q751951) (← links)
- Total risk aversion and the pricing of options (Q811316) (← links)
- Fair valuation of participating policies with surrender options and regime switching (Q817287) (← links)
- Equilibrium pricing bounds on option prices (Q941015) (← links)
- A simple model of corporate international investment under incomplete information and taxes (Q1026542) (← links)
- Objective comparisons of the optimal portfolios corresponding to different utility functions (Q1042183) (← links)
- Alternative growth versus security in continuous dynamic trading (Q1127199) (← links)
- Explicit solution of a general consumption/portfolio problem with subsistence consumption and bankruptcy (Q1200324) (← links)
- Volatility misspecification, option pricing and superreplication via coupling (Q1296625) (← links)
- Error estimates for the binomial approximation of American put options (Q1296626) (← links)
- Pricing options on securities with discontinuous returns (Q1313131) (← links)
- A note on portfolio optimization with path-dependent utility (Q1313142) (← links)
- Optimal consumption and arbitrage in incomplete, finite state security markets (Q1313172) (← links)
- Lagrange approach to the optimal control of diffusions (Q1314870) (← links)
- Identification and control in the partially known Merton portfolio selection model (Q1321343) (← links)
- Stochastic multi-agent equilibria in economies with jump-diffusion uncertainty (Q1350670) (← links)
- Value preserving portfolio strategies in continuous-time models (Q1360868) (← links)
- An option pricing problem with the underlying stock paying dividends (Q1377185) (← links)
- Consumption-investment problem with subsistence consumption, bankruptcy, and random market coefficients (Q1379951) (← links)
- An optimal investment/consumption problem with higher borrowing rate (Q1387523) (← links)
- Optimal investment strategies in the presence of a minimum guarantee. (Q1413348) (← links)
- A stability result for the HARA class with stochastic interest rates. (Q1423345) (← links)
- The asymptotic elasticity of utility functions and optimal investment in incomplete markets (Q1578577) (← links)
- Optimal insurance demand under marked point processes shocks. (Q1578607) (← links)
- Smallest \(g\)-supersolution with constraint (Q1589807) (← links)
- Pricing and hedging of american contingent claims in incomplete markets (Q1806063) (← links)
- Connections between optimal stopping and singular stochastic control (Q1807267) (← links)
- On the pricing of contingent claims under constraints (Q1814741) (← links)
- Hedging options for a large investor and forward-backward SDE's (Q1814742) (← links)
- A direct method in optimal portfolio and consumption choice (Q1815743) (← links)
- A dynamic maximum principle for the optimization of recursive utilities under constraints. (Q1872429) (← links)
- Synthetic replication of American contingent claims when portfolios are constrained (Q1890718) (← links)
- A Black-Scholes formula for option pricing with dividends (Q1920435) (← links)
- A class of models satisfying a dynamical version of the CAPM (Q1927311) (← links)
- Optimization problems of excess-of-loss reinsurance and investment under the CEV model (Q1952495) (← links)
- Estimation of parameters of linear homogeneous stochastic differential equations (Q1965895) (← links)
