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Title
Abstract
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DOI
Author
Journal
Affiliation
ISSN
Subject
A New Scheme for Discrete HJB Equations
(Articles)
Zhanyong Zou
Applied Mathematics
Vol.5 No.17
,October 9, 2014
DOI:
10.4236/am.2014.517252
3,281
Downloads
4,752
Views
Citations
Optimal Investment under Dual Risk Model and Markov Modulated Financial Market
(Articles)
Lin Xu
,
Liming Zhang
,
Dongjin Zhu
Journal of Mathematical Finance
Vol.5 No.2
,May 12, 2015
DOI:
10.4236/jmf.2015.52015
3,420
Downloads
4,331
Views
Citations
Optimal Portfolios of an Insurer and a Reinsurer under Proportional Reinsurance and Power Utility Preference
(Articles)
Silas A. Ihedioha
,
Bright O. Osu
Open Access Library Journal
Vol.2 No.12
,December 29, 2015
DOI:
10.4236/oalib.1102033
989
Downloads
1,804
Views
Citations
Optimal Investment Strategy for Defined Contribution Pension Scheme under the Heston Volatility Model
(Articles)
Chidi U. Okonkwo
,
Bright O. Osu
,
Silas A. Ihedioha
,
Chigozie Chibuisi
Journal of Mathematical Finance
Vol.8 No.4
,September 30, 2018
DOI:
10.4236/jmf.2018.84039
1,159
Downloads
2,770
Views
Citations
This article belongs to the Special Issue on
Stochastic Methods and Finance
Optimal Portfolio Choice in a Jump-Diffusion Model with Self-Exciting
(Articles)
Baojun Bian
,
Xinfu Chen
,
Xudong Zeng
Journal of Mathematical Finance
Vol.9 No.3
,August 20, 2019
DOI:
10.4236/jmf.2019.93020
749
Downloads
2,023
Views
Citations
This article belongs to the Special Issue on
Financial Econometrics
Optimal Investment and Consumption Problem with Stochastic Environments
(Articles)
Stanley Jere
,
Elias Rabson Offen
,
Othusitse Basmanebothe
Journal of Mathematical Finance
Vol.12 No.4
,October 21, 2022
DOI:
10.4236/jmf.2022.124032
148
Downloads
712
Views
Citations
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