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Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao
- In:
Finance and stochastics
21
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2017
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1
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pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
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Abstract, classic, and explicit turnpikes
Guasoni, Paolo
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Kardaras, Constantinos
;
Robertson, Scott
; …
- In:
Finance and stochastics
18
(
2014
)
1
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pp. 75-114
Persistent link: https://www.econbiz.de/10010235457
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Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan
;
Kardaras, Constantinos
;
Xing, Hao
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 275-291
Persistent link: https://www.econbiz.de/10009544667
Saved in:
4
Strict local martingale deflators and valuing American call-type options
Bayraktar, Erhan
;
Kardaras, Constantinos
;
Xing, Hao
- In:
Finance and stochastics
16
(
2012
)
2
,
pp. 275-292
Persistent link: https://www.econbiz.de/10009839742
Saved in:
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