The following pages link to (Q4657108):
Displaying 14 items.
- BSDEs in utility maximization with BMO market price of risk (Q429302) (← links)
- On optimal proportional reinsurance and investment in a hidden Markov financial market (Q523747) (← links)
- Utility indifference valuation for jump risky assets (Q651335) (← links)
- Asymptotic arbitrage and numéraire portfolios in large financial markets (Q928500) (← links)
- Utility maximization on the real line under proportional transaction costs (Q1424695) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Quadratic BSDEs driven by a continuous martingale and applications to the utility maximization problem (Q2271730) (← links)
- Portfolio optimization in discontinuous markets under incomplete information (Q2461283) (← links)
- Utility maximization in incomplete markets (Q2572389) (← links)
- A new existence result for quadratic BSDEs with jumps with application to the utility maximization problem (Q2638356) (← links)
- Utility maximization in a jump market model (Q3612251) (← links)
- European Options in a Nonlinear Incomplete Market Model with Default (Q5131411) (← links)
- Robust Portfolio Choice and Indifference Valuation (Q5247614) (← links)
- The numeraire portfolio for unbounded semimartingale (Q5950463) (← links)
