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Utility maximization with current utility on the wealth : regularity of solutions to the HJB equation
Federico, Salvatore; Gassiat, Paul; Gozzi, Fausto - In: Finance and stochastics 19 (2015) 2, pp. 415-448
Persistent link: https://www.econbiz.de/10011418169
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Pension funds with a minimum guarantee: a stochastic control approach
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto - In: Finance and stochastics 15 (2011) 2, pp. 297-343
Persistent link: https://www.econbiz.de/10009014646
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Pension funds with a minimum guarantee : a stochastic control approach
Di Giacinto, Marina; Federico, Salvatore; Gozzi, Fausto - In: Finance and stochastics 15 (2011) 2, pp. 297-342
Persistent link: https://www.econbiz.de/10009159089
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A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore - In: Finance and stochastics 15 (2011) 3, pp. 421-459
Persistent link: https://www.econbiz.de/10009303232
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A stochastic control problem with delay arising in a pension fund model
Federico, Salvatore - In: Finance and stochastics 15 (2011) 3, pp. 421-460
Persistent link: https://www.econbiz.de/10009262462
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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-116
Persistent link: https://www.econbiz.de/10008785538
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Optimal consumption policies in illiquid markets
Cretarola, Alessandra; Gozzi, Fausto; Pham, Huyên; … - In: Finance and stochastics 15 (2011) 1, pp. 85-115
Persistent link: https://www.econbiz.de/10008824131