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Computation 10 11 ,

A consumption-investment problem is considered for a small investor in the case of a market model in which prices evolve according to a stochastic equation with a jump-process component. The techniques we use include the martingale representation theorem, Lagrange multiplier methods, and Markovian methods for the resolution of stochastic differential equations. We establish a Black-Scholes formula. This is a preview of subscription content, log in via an institution to check access. Rent this article via DeepDyve.

Intecro ekşi

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These cookies help us intecro ekşi improve our services on a continuous basis and adapt our website to your needs. International Journal of Theoretical and Applied Finance 11 6 : This is a preview of subscription content, log in via an institution to check access.

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Last year, TK Chairman Prof. Through improved efficiency, expanded connectivity, strategic partnerships, destination promotion, and targeted cargo operations, we are well-positioned to capture the full potential of this valuable market. Turkish Airlines announced partnerships and codeshare agreements with airlines across Europe and Asia this year. Do you foresee the agreements bringing more transit passengers? Through our commercial agreements, we aim to increase passenger numbers mutually with our valued partners. Furthermore, we are also expanding the scope of current agreements in order to catch market dynamics like the enhancements made with Indigo, Pakistan International, and Thai Airways in the Asia market. In the coming period, we will strengthen our presence, especially in the Asian market, with more advanced cooperation models.

Intecro ekşi

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Access this article Log in via an institution. Theory and Methods 43 7 : Mathematical Finance 29, This cookie is used as a temporary cache. Berlin: Springer. This cookie remembers the language setting of a user. Optimum consumption and portfolio rules in a continuous time model. In: Handbook of Nonlinear Filtering, Hrsg. If Google Analytics and Google Ads accounts are linked, the conversion tags on the Google Ads website read this cookie. In: Model Risk, Hrsg.

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Optimization problems in the theory of continuous trading. Integral representation in the theory of continuous trading. Journal of Economic Dynamics and Control Set to determine if a user is included in the data sampling defined by your site's daily session limit. Finance and Stochastics 16 1 : After this check, the cookie is removed. Contains campaign-related information for the user. Journal of Banking and Finance Google Scholar A. Computation 10 11 , Risk Additional information Communicated by A.