Pages that link to "Item:Q4695418"
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The following pages link to Optimal Control of Favorable Games with a Time Limit (Q4695418):
Displaying 32 items.
- Utility maximization with a given pricing measure when the utility is not necessarily concave (Q367382) (← links)
- A new characterization of comonotonicity and its application in behavioral finance (Q488508) (← links)
- Cooperative hedging with a higher interest rate for borrowing (Q998275) (← links)
- Maximizing the probability of a perfect hedge (Q1578595) (← links)
- Reaching goals under ambiguity: continuous-time optimal portfolio selection (Q1640926) (← links)
- Purchasing casualty insurance to avoid lifetime ruin (Q1681093) (← links)
- Risk sensitive control of the lifetime ruin problem (Q1754659) (← links)
- Minimizing shortfall risk and applications to finance and insurance problems (Q1872413) (← links)
- Generalizations of bold play in red and black. (Q1879528) (← links)
- On the Neyman-Pearson problem for law-invariant risk measures and robust utility functionals. (Q1879914) (← links)
- Conservative delta hedging. (Q1884835) (← links)
- A Black-Scholes inequality: applications and generalisations (Q2282961) (← links)
- Quantile portfolio optimization under risk measure constraints (Q2441473) (← links)
- A risk-sensitive control dual approach to a large deviations control problem (Q2503513) (← links)
- Purchasing life insurance to reach a bequest goal (Q2513636) (← links)
- Optimally investing to reach a bequest goal (Q2520427) (← links)
- Portfolio selection in quantile decision models (Q2672919) (← links)
- BEHAVIORAL PORTFOLIO SELECTION: ASYMPTOTICS AND STABILITY ALONG A SEQUENCE OF MODELS (Q2788690) (← links)
- Purchasing Term Life Insurance to Reach a Bequest Goal while Consuming (Q2808184) (← links)
- PORTFOLIO CHOICE VIA QUANTILES (Q3084597) (← links)
- Maximizing the Probability of a Perfect Hedge in the Case of Stochastic Interest Rate (Q3104339) (← links)
- MAXIMIZING THE PROBABILITY OF ACHIEVING A GOAL IN THE CASE OF A PARTIALLY OBSERVED DRIFT PROCESS (Q3523575) (← links)
- The Action Gambler and Equal-Sized Wagering (Q3621146) (← links)
- CDF formulation for solving an optimal reinsurance problem (Q4575473) (← links)
- How to gamble if you're in a hurry (Q4916365) (← links)
- Distributionally Robust Goal-Reaching Optimization in the Presence of Background Risk (Q5043475) (← links)
- Options on a traded account: symmetric treatment of the underlying assets (Q5215436) (← links)
- Cooperative Hedging in Incomplete Markets (Q5316799) (← links)
- On Optimality of Bold Play for Discounted Dubins-Savage Gambling Problems with Limited Playing Times (Q5443711) (← links)
- Maximizing terminal utility by controlling risk exposure; a discrete-time dynamic control approach (Q5467654) (← links)
- MAXIMIZING THE PROBABILITY OF A PERFECT HEDGE USING AN IMPERFECTLY CORRELATED INSTRUMENT (Q5704732) (← links)
- Utility Maximization Under Trading Constraints with Discontinuous Utility (Q5742502) (← links)