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Optimal Retirement Under Partial Information.
- Published in:
- Mathematics of Operations Research, 2022, v. 47, n. 3, p. 1802, doi. 10.1287/moor.2021.1189
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- Article
Portfolio selection with drawdown constraint on consumption: a generalization model.
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- Mathematical Methods of Operations Research, 2021, v. 93, n. 2, p. 243, doi. 10.1007/s00186-020-00734-6
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- Article
A variational inequality arising from optimal surrender of variable annuity with lookback benefit.
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- Journal of Inequalities & Applications, 2022, v. 2022, n. 1, p. 1, doi. 10.1186/s13660-021-02743-3
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- Article
Variational inequality arising from variable annuity with mean reversion environment.
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- Journal of Inequalities & Applications, 2023, v. 2023, n. 1, p. 1, doi. 10.1186/s13660-023-03015-y
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- Article
Optimal consumption and investment with welfare constraints.
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- Finance & Stochastics, 2024, v. 28, n. 2, p. 391, doi. 10.1007/s00780-024-00529-1
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- Article
Valuation of Commodity-Linked Bond with Stochastic Convenience Yield, Stochastic Volatility, and Credit Risk in an Intensity-Based Model.
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- Mathematics (2227-7390), 2023, v. 11, n. 24, p. 4969, doi. 10.3390/math11244969
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- Article
Analytic Valuation Formula for American Strangle Option in the Mean-Reversion Environment.
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- Mathematics (2227-7390), 2022, v. 10, n. 15, p. 2688, doi. 10.3390/math10152688
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- Article
Power Exchange Option with a Hybrid Credit Risk under Jump-Diffusion Model.
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- Mathematics (2227-7390), 2022, v. 10, n. 1, p. 53, doi. 10.3390/math10010053
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- Article
An Integral Equation Approach to the Irreversible Investment Problem with a Finite Horizon.
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- Mathematics (2227-7390), 2020, v. 8, n. 11, p. 2084, doi. 10.3390/math8112084
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- Article
An Integral Equation Representation for Optimal Retirement Strategies in Portfolio Selection Problem.
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- Computational Economics, 2021, v. 58, n. 3, p. 885, doi. 10.1007/s10614-020-10056-8
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- Article
An Analytic Approximation for Valuation of the American Option Under the Heston Model in Two Regimes.
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- Computational Economics, 2020, v. 56, n. 2, p. 499, doi. 10.1007/s10614-019-09939-2
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- Article
Labor Supply Flexibility and Portfolio Selection with Early Retirement Option.
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- Applied Mathematics & Optimization, 2023, v. 88, n. 3, p. 1, doi. 10.1007/s00245-023-10066-6
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- Article