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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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A new improvement scheme for approximation methods of probability density functions
Takahashi, Akihiko; Tsuzuki, Yukihiro - In: The journal of computational finance 19 (2016) 4, pp. 73-94
Persistent link: https://www.econbiz.de/10011603189
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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 - Revised in March 2021
Persistent link: https://www.econbiz.de/10013335007
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Portfolio optimization with choice of a probability measure
Saito, Taiga; Takahashi, Akihiko - 2020 - Revised in December 2021 and March 2022
Persistent link: https://www.econbiz.de/10013336334