Lv5
1170 积分 2023-04-05 加入
Robust irreversible investment strategy with ambiguity to jump and diffusion risk
5天前
已关闭
Robustness meets co-jumps: optimal consumption and portfolio choice with derivatives
1个月前
已完结
Robust optimal investment, consumption and life insurance purchase with Epstein–Zin recursive utility
1个月前
已完结
Credit risk contagion and optimal dual control—An SIS/R model
7个月前
已完结