Pages that link to "Item:Q2487604"
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The following pages link to Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604):
Displayed 3 items.
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Predictive control of systems with Markovian jumps under constraints and its application to the investment portfolio optimization (Q664261) (← links)
- Correction on ``Optimal portfolio selection when stock prices follow an jump-diffusion process'' (Q2460044) (← links)