The following pages link to Hiroaki Hata (Q607783):
Displaying 14 items.
- Explicit solution to a certain non-ELQG risk-sensitive stochastic control problem (Q607784) (← links)
- ``Down-side risk'' probability minimization problem with Cox-Ingersoll-Ross's interest rates (Q633827) (← links)
- A risk-sensitive stochastic control approach to an optimal investment problem with partial information (Q854287) (← links)
- Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
- Risk-sensitive portfolio optimization problem for a large trader with inside information (Q1630226) (← links)
- Risk-sensitive asset management with lognormal interest rates (Q2036891) (← links)
- Optimal investment and reinsurance of insurers with lognormal stochastic factor model (Q2119453) (← links)
- Expressions of forward starting option price in Hull-White stochastic volatility model (Q2145694) (← links)
- Optimal investment-consumption-insurance with partial information (Q2300968) (← links)
- Risk-sensitive asset management in a general diffusion factor model: risk-seeking case (Q2364352) (← links)
- Expected exponential utility maximization of insurers with a Linear Gaussian stochastic factor model (Q4583608) (← links)
- (Q5482561) (← links)
- A market model with medium/long-term effects due to an insider (Q5746774) (← links)
- Expected power utility maximization with delay for insurers under the 4/2 stochastic volatility model (Q6127341) (← links)
