Pages that link to "Item:Q4829865"
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The following pages link to Partial observation control in an anticipating environment (Q4829865):
Displaying 6 items.
- Portfolio selection and risk control for an insurer with uncertain time horizon and partial information in an anticipating environment (Q2152234) (← links)
- The optimal investment, liability and dividends in insurance (Q2240112) (← links)
- Optimal portfolio, partial information and Malliavin calculus (Q3396071) (← links)
- Optimal investment and risk control for an insurer with partial information in an anticipating environment (Q4562057) (← links)
- MALLIAVIN CALCULUS AND ANTICIPATIVE ITÔ FORMULAE FOR LÉVY PROCESSES (Q5462131) (← links)
- Optimal portfolio for an insider in a market driven by Lévy processes§ (Q5475314) (← links)