Pages that link to "Item:Q930670"

The following pages link to Optimal investment and consumption in a Black-Scholes market with Lévy-driven stochastic coefficients (Q930670):

Displaying 27 items.

• A remark on smooth solutions to a stochastic control problem with a power terminal cost function and stochastic volatilities (Q475326) (← links)
• Utility maximization in models with conditionally independent increments (Q614120) (← links)
• Risk-sensitive asset management in a Wishart-autoregressive factor model with jumps (Q1627817) (← links)
• Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
• Oracle inequalities for the stochastic differential equations (Q1656857) (← links)
• Mean-variance hedging based on an incomplete market with external risk factors of non-Gaussian OU processes (Q1666165) (← links)
• Optimal investment and risk control for an insurer with stochastic factor (Q1728224) (← links)
• Robust consumption and portfolio policies when asset prices can jump (Q1757535) (← links)
• Efficient robust nonparametric estimation in a semimartingale regression model (Q1930661) (← links)
• Optimal consumption and investment for markets with random coefficients (Q1945049) (← links)
• Household lifetime strategies under a self-contagious market (Q2028777) (← links)
• Risk-sensitive credit portfolio optimization under partial information and contagion risk (Q2083252) (← links)
• Robust optimal consumption-investment strategy with non-exponential discounting (Q2338472) (← links)
• Optimal consumption and investment problem with random horizon in a BMAP model (Q2347110) (← links)
• Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
• Optimal investment and risk control strategies for an insurer subject to a stochastic economic factor in a Lévy market (Q2684949) (← links)
• Mean–variance portfolio selection based on a generalized BNS stochastic volatility model (Q2885567) (← links)
• A note on optimal consumption and investment in a geometric Ornstein–Uhlenbeck market (Q2909820) (← links)
• OPTIMAL INVESTMENT AND CONSUMPTION WITH STOCHASTIC FACTOR AND DELAY (Q3122036) (← links)
• Sequential $\delta$-Optimal Consumption and Investment for Stochastic Volatility Markets with Unknown Parameters (Q3178724) (← links)
• Stochastic differential game for management of non-renewable fishery resource under model ambiguity (Q3300962) (← links)
• An Optimal Consumption Problem for General Factor Models (Q4586150) (← links)
• Stability of Merton's portfolio optimization problem for Lévy models (Q5410812) (← links)
• (Q5869083) (← links)
• Stochastic control methods for optimization problems in Ornstein-Uhlenbeck spread models (Q6063623) (← links)
• Optimal investment in a general stochastic factor framework under model uncertainty (Q6154310) (← links)
• Optimal investment and consumption for financial markets with jumps under transaction costs (Q6181518) (← links)