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1دورية أكاديمية
المؤلفون: Akahori, J.1 (AUTHOR), Barsotti, F.2,3 (AUTHOR) f.barsotti@tudelft.nl, Imamura, Y.4 (AUTHOR)
المصدر: Quantitative Finance. Apr2023, Vol. 23 Issue 4, p693-703. 11p.
مصطلحات موضوعية: *HEDGING (Finance), INTEGRAL representations
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2دورية أكاديمية
المؤلفون: Jeon, Junkee1 (AUTHOR), Kwak, Minsuk2 (AUTHOR), Park, Kyunghyun3 (AUTHOR) khpark@cuhk.edu.hk
المصدر: Quantitative Finance. Jan2023, Vol. 23 Issue 1, p123-148. 26p.
مصطلحات موضوعية: Retirement planning, Retirement, Partial differential equations, Integral representations, Nonlinear integral equations, Integral equations, Utility functions
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3دورية أكاديمية
المؤلفون: DENKL, STEPHAN1 (AUTHOR), GOY, MARTINA2 (AUTHOR), KALLSEN, JAN1 (AUTHOR) kallsen@math.uni-kiel.de, MUHLE-KARBE, JOHANNES3 (AUTHOR), PAUWELS, ARND4 (AUTHOR)
المصدر: Quantitative Finance. Aug2013, Vol. 13 Issue 8, p1173-1184. 12p.
مصطلحات موضوعية: Gaussian processes, Hedging (Finance), Strategic planning, Mathematical models, Integral representations, Laplace transformation