The following pages link to (Q3534747):
Displayed 6 items.
- Pension funds with a minimum guarantee: a stochastic control approach (Q483716) (← links)
- Bayesian optimal control for a non-autonomous stochastic discrete time system (Q668862) (← links)
- Time consistent mean-variance asset allocation for a DC plan with regime switching under a jump-diffusion model (Q2070146) (← links)
- Optimal control of stochastic delay equations and time-advanced backward stochastic differential equations (Q3021251) (← links)
- PORTFOLIO OPTIMIZATION UNDER A QUANTILE HEDGING CONSTRAINT (Q4555858) (← links)
- Optimal asset allocation for a DC plan with partial information under inflation and mortality risks (Q5078506) (← links)