Pages that link to "Item:Q5136123"
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The following pages link to Mean-Variance Portfolio Selection for Partially Observed Point Processes (Q5136123):
Displayed 3 items.
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- Constrained mean-variance portfolio optimization for jump-diffusion process under partial information (Q6092929) (← links)
- Stochastic filtering under model ambiguity (Q6180475) (← links)