Pages that link to "Item:Q4586150"
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The following pages link to An Optimal Consumption Problem for General Factor Models (Q4586150):
Displaying 7 items.
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- On the parabolic equation for portfolio problems (Q4989156) (← links)
- The investor problem based on the HJM model (Q5028970) (← links)
- Stochastic Volatility Asymptotics for Optimal Subsistence Consumption and Investment with Bankruptcy (Q5215987) (← links)
- Optimal investment with correlated stochastic volatility factors (Q6054456) (← links)
- Optimal portfolio with relative performance and partial information: a mean-field game approach (Q6583300) (← links)
