Utility indifference valuation of corporate bond with rating migration risk (Q889421): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11464-015-0445-3
+Normal rank
@@ Property / OpenAlex ID @@
+W2110969849
@@ Property / OpenAlex ID: W2110969849 / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio Optimization With Markov-Modulated Stock Prices and Interest Rates
+Normal rank
@@ Property / cites work @@
+Q5642661
@@ Property / cites work: Q5642661 / rank @@
+Normal rank
@@ Property / cites work @@
+European Option Pricing with Transaction Costs
@@ Property / cites work: European Option Pricing with Transaction Costs / rank @@
+Normal rank
@@ Property / cites work @@
+On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
+Normal rank
@@ Property / cites work @@
+Q3613975
@@ Property / cites work: Q3613975 / rank @@
+Normal rank
@@ Property / cites work @@
+On Cox processes and credit risky securities
@@ Property / cites work: On Cox processes and credit risky securities / rank @@
+Normal rank
@@ Property / cites work @@
+Portfolio optimization with unobservable Markov-modulated drift process
+Normal rank
@@ Property / cites work @@
+Q5506194
@@ Property / cites work: Q5506194 / rank @@
+Normal rank
@@ Property / cites work @@
+Utility valuation of multi-name credit derivatives and application to CDOs
+Normal rank
@@ Property / cites work @@
+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:889421