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S-shaped Utility Maximization with VaR Constraint and Partial Information. [PDF]
Zhu D, Davey A, Zheng H.
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Dynamical analysis of a time-delayed financial system with synchronization strategies. [PDF]
Phukan A +3 more
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A Class of Recursive Optimal Stopping Problems with Applications to Stock Trading
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A Stackelberg reinsurance–investment game with asymmetric information and delay
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Dynamic programming for semi-Markov modulated SDEs
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Communications in Statistics - Theory and Methods
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Mean-variance asset–liability management with partial information and uncertain time horizon
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