Narrow search
Showing 1 - 5 of 5
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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
Cover Image
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