검색결과 : 3건
| No. | Article |
|---|---|
| 1 |
PORTFOLIO CHOICE WITH MARKET-CREDIT-RISK DEPENDENCIES Bo LJ, Capponi A SIAM Journal on Control and Optimization, 56(4), 3050, 2018 |
| 2 |
Optimal investment in a levy market Corcuera JM, Guerra J, Nualart D, Schoutens W Applied Mathematics and Optimization, 53(3), 279, 2006 |
| 3 |
Optimal consumption-investment problems in incomplete markets with stochastic coefficients Castaneda-Leyva N, Hernandez-Hernandez D SIAM Journal on Control and Optimization, 44(4), 1322, 2005 |