The following pages link to (Q4368791):
Displaying 50 items.
- The early exercise premium representation for American options on multiply assets (Q253081) (← links)
- Degenerate backward SPDEs in bounded domains and applications to barrier options (Q255494) (← links)
- On forward and backward SPDEs with non-local boundary conditions (Q255495) (← links)
- A Dynkin game under Knightian uncertainty (Q255509) (← links)
- Path-dependent optimal stochastic control and viscosity solution of associated Bellman equations (Q255513) (← links)
- Optimal switching strategy of a mean-reverting asset over multiple regimes (Q259389) (← links)
- Optimal investment and consumption under partial information (Q261540) (← links)
- Facelifting in utility maximization (Q261918) (← links)
- On European option pricing under partial information. (Q265152) (← links)
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- Optimal life-insurance selection and purchase within a market of several life-insurance providers (Q282285) (← links)
- Realized range-based estimation of integrated variance (Q289157) (← links)
- Sensitivity analysis of the optimal exercise boundary of the American put option (Q313736) (← links)
- Time-inconsistent multistage stochastic programs: martingale bounds (Q320891) (← links)
- Dynamic mean-risk portfolio selection with multiple risk measures in continuous-time (Q321015) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Localization in log-gamma polymers with boundaries (Q328787) (← links)
- Quasi-analytic solutions of linear parabolic equations (Q351279) (← links)
- Investing equally in risk (Q354660) (← links)
- Optimal portfolio selection under concave price impact (Q360368) (← links)
- The stochastic maximum principle for optimal control problems of delay systems involving continuous and impulse controls (Q360987) (← links)
- Hedging, Pareto optimality, and good deals (Q364733) (← links)
- Probabilistic aspects of finance (Q373529) (← links)
- Portfolio optimisation under non-linear drawdown constraints in a semimartingale financial model (Q377454) (← links)
- On the existence of shadow prices (Q377456) (← links)
- Value function of differential games without Isaacs conditions. An approach with nonanticipative mixed strategies (Q378340) (← links)
- Existence of financial equilibria in continuous time with potentially complete markets (Q392665) (← links)
- Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
- Variational inequalities in stock loan models (Q400032) (← links)
- Value in mixed strategies for zero-sum stochastic differential games without Isaacs condition (Q400582) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- Financial markets with volatility uncertainty (Q406259) (← links)
- Convex regularization of local volatility models from option prices: convergence analysis and rates (Q412709) (← links)
- Optimal control versus stochastic target problems: an equivalence result (Q414574) (← links)
- Optimal investment, stochastic labor income and retirement (Q426617) (← links)
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- Parameter identification in financial market models with a feasible point SQP algorithm (Q429503) (← links)
- Stochastic volatility asymptotics of stock loans: valuation and optimal stopping (Q439269) (← links)
- Voluntary retirement and portfolio selection: dynamic programming approaches (Q441924) (← links)
- Regularity of the American put option in the Black-Scholes model with general discrete dividends (Q444350) (← links)
- Optimal surrender strategies for equity-indexed annuity investors with partial information (Q449377) (← links)
- On arbitrages arising with honest times (Q457179) (← links)
- State-dependent utilities and incomplete markets (Q459808) (← links)
- A two-mode mean-field optimal switching problem for the full balance sheet (Q462408) (← links)
- Optimal portfolios in commodity futures markets (Q468419) (← links)
- Optimal portfolio choice for a behavioural investor in continuous-time markets (Q470664) (← links)
- A note on the existence of the power investor's optimizer (Q483705) (← links)
- Robust control and hot spots in spatiotemporal economic systems (Q483899) (← links)
- Proving regularity of the minimal probability of ruin via a game of stopping and control (Q484214) (← links)
