The following pages link to (Q5506195):
Displaying 40 items.
- A new stochastic factor model: general explicit solutions (Q847280) (← links)
- A dual characterization of self-generation and exponential forward performances (Q1049561) (← links)
- Dynamic approaches for some time-inconsistent optimization problems (Q1704140) (← links)
- An ergodic BSDE approach to forward entropic risk measures: representation and large-maturity behavior (Q1711728) (← links)
- Convergence rate of strong approximations of compound random maps, application to SPDEs (Q1756890) (← links)
- Time-consistent mean-variance portfolio selection in discrete and continuous time (Q1945040) (← links)
- Stochastic utilities with subsistence and satiation: optimal life insurance purchase, consumption and investment (Q2010908) (← links)
- Evolution of the Arrow-Pratt measure of risk-tolerance for predictable forward utility processes (Q2022765) (← links)
- Stochastic dynamic utilities and intertemporal preferences (Q2037769) (← links)
- Ramsey rule with forward/backward utility for long-term yield curves modeling (Q2145705) (← links)
- Horizon-unbiased investment with ambiguity (Q2191465) (← 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)
- Asymptotic Analysis of Forward Performance Processes in Incomplete Markets and Their Ill-Posed HJB Equations (Q2819095) (← links)
- A Generalized Itô-Ventzell Formula to Derive Forward Utility Models in a Jump Market (Q2844032) (← links)
- Explicit Description of HARA Forward Utilities and Their Optimal Portfolios (Q2967981) (← links)
- CONDITIONAL CERTAINTY EQUIVALENT (Q3086255) (← links)
- Portfolio Choice with Market--Credit-Risk Dependencies (Q4582831) (← links)
- A Game Theoretical Approach to Homothetic Robust Forward Investment Performance Processes in Stochastic Factor Models (Q4958395) (← links)
- Time-Consistent Conditional Expectation Under Probability Distortion (Q4958560) (← links)
- Forward Exponential Indifference Valuation in an Incomplete Binomial Model (Q4976504) (← links)
- Stability of the Indirect Utility Process (Q4999900) (← links)
- AN ERGODIC BSDE RISK REPRESENTATION IN A JUMP-DIFFUSION FRAMEWORK (Q5010067) (← links)
- Construction of an Aggregate Consistent Utility, Without Pareto Optimality. Application to Long-Term Yield Curve Modeling (Q5038295) (← links)
- Competition in Fund Management and Forward Relative Performance Criteria (Q5045200) (← links)
- Solving some stochastic partial differential equations driven by Lévy noise using two SDEs* (Q5056599) (← links)
- Consistent utility of investment and consumption: a forward/backward SPDE viewpoint (Q5086452) (← links)
- Power Mixture Forward Performance Processes (Q5097226) (← links)
- Systems of Ergodic BSDEs Arising in Regime Switching Forward Performance Processes (Q5130922) (← links)
- Risk Measures and Progressive Enlargement of Filtration: A BSDE Approach (Q5131410) (← links)
- Predictable Forward Performance Processes: The Binomial Case (Q5212015) (← links)
- Representation of Homothetic Forward Performance Processes in Stochastic Factor Models via Ergodic and Infinite Horizon BSDE (Q5280241) (← links)
- Optimal investment in defined contribution pension schemes with forward utility preferences (Q6152716) (← links)
- Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← 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)
- Forward robust portfolio selection: the binomial case (Q6543815) (← 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)
- Optimal liquidation with dynamic parameter updating: a forward approach (Q6586873) (← links)
