Pages that link to "Item:Q703185"
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The following pages link to Nearly-optimal asset allocation in hybrid stock investment models. (Q703185):
Displayed 7 items.
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)
- Stability of Markov modulated discrete-time dynamic systems. (Q1410357) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)