Pages that link to "Item:Q941018"
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The following pages link to Optimal investment in a defaultable bond (Q941018):
Displaying 10 items.
- Optimal investment and consumption with default risk: HARA utility (Q370878) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Optimal portfolio and consumption selection with default risk (Q1946970) (← links)
- Pricing vulnerable option under jump-diffusion model with incomplete information (Q2296524) (← links)
- The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
- OPTIMAL INVESTMENT IN CREDIT DERIVATIVES PORTFOLIO UNDER CONTAGION RISK (Q2831003) (← links)
- Optimal reinsurance and investment problem with default risk and bounded memory (Q3386600) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- Time-consistent investment-reinsurance strategy for mean-variance insurers with a defaultable security (Q5964415) (← links)
- Optimal investment and consumption strategies for an investor with stochastic economic factor in a defaultable market (Q6181245) (← links)
