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Dynamic derivative strategies with stochastic interest rates and model uncertainty
Escobar, Marcos, (2018)
Ambiguity aversion and optimal derivative-based pension investment with stochastic income and volatility
Zeng, Yan, (2018)
Is stochastic volatility relevant for dynamic portfolio choice under ambiguity?
Faria, Gonçalo, (2016)
Stochastic intertemporal optimization in discrete time
Fleming, Wendell Helms, (2000)
A stochastic optimal control approach to international finance and foreign debt
Fleming, Wendell Helms, (1999)