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Supplementary file for "Sup-inf/inf-sup problem on choice of a probability measure by FBSDE approach"
Saito, Taiga; Takahashi, Akihiko - 2021
Persistent link: https://www.econbiz.de/10012616241
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Portfolio optimization with choice of a probability measure
Saito, Taiga; Takahashi, Akihiko - 2022
Persistent link: https://www.econbiz.de/10013271723
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Multi-agent equilibrium model with heterogeneous views on fundamental risks in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2024
Persistent link: https://www.econbiz.de/10014494158
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Multi-agent robust optimal investment problem in incomplete market
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014438131
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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014438155
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Online supplement for "Equilibrium multi-agent model with heterogeneous views on fundamental risks"
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014266273
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A multi-agent incomplete equilibrium model and its applications to reinsurance pricing and life-cycle investment
Kizaki, Keisuke; Saito, Taiga; Takahashi, Akihiko - 2023
Persistent link: https://www.econbiz.de/10014228004