Optimal Merton's Problem under Multivariate Affine Volterra Models with Jumps.
We tackle the problem of Utility Maximization under Multivariate Affine Volterra Models with Jumps via BSDEJs and Martingale Optimality Principle: The resulting optimal …
On Utility Maximization under Multivariate Fake Stationary Affine Volterra Models.
We tackle the problem of Utility Maximization under Multivariate Fake Stationary Affine Volterra Models via BSDEs and Martingale Optimality Principle: The resulting optimal …