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On the stochastic dominance of portfolio insurance strategies
Maalej, Hela; Prigent, Jean-Luc - In: Journal of mathematical finance 6 (2016) 1, pp. 14-27
Persistent link: https://www.econbiz.de/10011542992
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Implementation of stochastic yield curve duration and portfolio immunization strategies
Duedahl, Sindre - In: Journal of mathematical finance 6 (2016) 3, pp. 401-415
Persistent link: https://www.econbiz.de/10011583529
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Optimal investment strategy under stochastic interest rates
Mtunya, Adeline Peter; Ngare, Philip; Nkansah-Gyekye, Yaw - In: Journal of mathematical finance 7 (2017) 2, pp. 319-332
Persistent link: https://www.econbiz.de/10011673904
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Optimal investment strategy for defined contribution pension scheme under the Heston volatility model
Okonkwo, Chidi U.; Osu, Bright O.; Ihedioha, Silas A.; … - In: Journal of mathematical finance 8 (2018) 4, pp. 613-622
Persistent link: https://www.econbiz.de/10012016220
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Option portfolio management in a risk-neutral world
Golembiovsky, Dmitry Jurievich; Abramov, Anatoly Markovich - In: Journal of mathematical finance 8 (2018) 4, pp. 710-733
Persistent link: https://www.econbiz.de/10012016559
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Numerical methods in financial and actuarial applications : a stochastic maximum principle approach
Di Giacinto, Marina - In: Journal of mathematical finance 8 (2018) 2, pp. 283-301
Persistent link: https://www.econbiz.de/10011874735
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Portfolio selection in mean-minimum return level-expected bounded first passage time framework
Kutalia, Tsotne - In: Journal of mathematical finance 9 (2019) 3, pp. 229-238
Persistent link: https://www.econbiz.de/10012210157
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Optimal investment and risk control strategies for an insurance fund in stochastic framework
Mwanakatwe, Patrick Kandege; Wang, Xiaoguang; Su, Yue - In: Journal of mathematical finance 9 (2019) 3, pp. 254-265
Persistent link: https://www.econbiz.de/10012210171
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Optimal portfolio choice in a jump-diffusion model with self-exciting
Bian, Baojun; Chen, Xinfu; Zeng, Xudong - In: Journal of mathematical finance 9 (2019) 3, pp. 345-367
Persistent link: https://www.econbiz.de/10012210282
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Effect of extra contribution on stochastic optimal investment strategies for DC pension with stochastic salary under the affine interest rate model
Njoku, K. N. C.; Osu, Bright O.; Akpanibah, Edikan E.; … - In: Journal of mathematical finance 7 (2017) 4, pp. 821-833
Persistent link: https://www.econbiz.de/10011789083