Search Results - "martingale"

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  1. 1
    Optimal Investment-Consumption Problem with Constraint

    Optimal Investment-Consumption Problem with Constraint by Liu, Jingzhen, Yiu, Ka Fai, Teo, Kok Lay (ah Nge)

    Published 2013
    Subjects: Get full text
  2. 2
    Optimal replication of random vectors by ordinary integrals

    Optimal replication of random vectors by ordinary integrals by Dokuchaev, Nikolai

    Published 2013
    Subjects: Get full text
  3. 3
    Optimal investment and proportional reinsurance with risk constraint

    Optimal investment and proportional reinsurance with risk constraint by Liu, J., Yiu, K., Loxton, Ryan, Teo, Kok Lay

    Published 2013
    Subjects: Get full text

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