Sfoglia per Rivista FINANCE AND STOCHASTICS
Mostrati risultati da 1 a 5 di 5
Optimal consumption in illiquid markets
2009 Cretarola, A; Gozzi, Fausto; Pham, H; Tankov, P.
Pension Funds with a Minimum Guarantee: A Stochastic Control Approach
2011 DI GIACINTO, M; Federico, S; Gozzi, Fausto
The supermartingale property of the optimal wealth process for general semimartingales
2007 Biagini, Sara; Marco, Frittelli
Utility maximization in incomplete markets for unbounded processes
2005 Biagini, Sara; Marco, Frittelli
Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation
2015 Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto
| Titolo | Data di pubblicazione | Autore(i) | File |
|---|---|---|---|
| Optimal consumption in illiquid markets | 2009 | Cretarola, A; Gozzi, Fausto; Pham, H; Tankov, P. | |
| Pension Funds with a Minimum Guarantee: A Stochastic Control Approach | 2011 | DI GIACINTO, M; Federico, S; Gozzi, Fausto | |
| The supermartingale property of the optimal wealth process for general semimartingales | 2007 | Biagini, Sara; Marco, Frittelli | |
| Utility maximization in incomplete markets for unbounded processes | 2005 | Biagini, Sara; Marco, Frittelli | |
| Utility maximization with current utility on the wealth: regularity of solutions to the HJB equation | 2015 | Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto |
Mostrati risultati da 1 a 5 di 5
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