Pages that link to "Item:Q5280241"
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The following pages link to Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241):
Displaying 25 items.
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
- Indifference pricing of insurance-linked securities in a multi-period model (Q2029066) (← links)
- Construction of a class of forward performance processes in stochastic factor models, and an extension of Widder's theorem (Q2211346) (← links)
- Pricing and hedging equity-linked life insurance contracts beyond the classical paradigm: the principle of equivalent forward preferences (Q2273979) (← links)
- A Kesten-type bound for sums of randomly weighted subexponential random variables (Q2288814) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504) (← links)
- AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- DYNAMIC UTILITY AND RELATED NONLINEAR SPDES DRIVEN BY LÉVY NOISE (Q5066295) (← links)
- Power Mixture Forward Performance Processes (Q5097226) (← links)
- Black's Inverse Investment Problem and Forward Criteria with Consumption (Q5112733) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Forward rank‐dependent performance criteria: Time‐consistent investment under probability distortion (Q6054362) (← links)
- A New Monotonicity Condition for Ergodic Backward SDEs and Ergodic Control with Superquadratic Hamiltonians (Q6098453) (← links)
- Predictable forward performance processes: Infrequent evaluation and applications to human‐machine interactions (Q6146692) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
- Relative wealth concerns with partial information and heterogeneous priors (Q6542562) (← links)
- Time-consistent pension policy with minimum guarantee and sustainability constraint (Q6543811) (← links)
- Optimal investment and consumption with forward preferences and uncertain parameters (Q6543812) (← links)
- \(G\)-forward performance process and representation of homothetic case via ergodic quadratic \(G\)-BSDE (Q6543813) (← links)
- Mean field and \(n\)-player games in Ito-diffusion markets under forward performance criteria (Q6586868) (← links)
- Deep learning scheme for forward utilities using ergodic BSDEs (Q6586869) (← links)
- Efficient drift parameter estimation for ergodic solutions of backward SDEs (Q6608189) (← links)
