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Consumption-investment optimization with Epstein-Zin utility in incomplete markets
Xing, Hao - In: Finance and stochastics 21 (2017) 1, pp. 227-262
Persistent link: https://www.econbiz.de/10011944363
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Abstract, classic, and explicit turnpikes
Guasoni, Paolo; Kardaras, Constantinos; Robertson, Scott; … - In: Finance and stochastics 18 (2014) 1, 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
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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. 275-292
Persistent link: https://www.econbiz.de/10009839742