RISK SEEKING, NONCONVEX REMUNERATION AND REGIME SWITCHING (Q5249751): Difference between revisions

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+Optimal Investment Policies for a Firm With a Random Risk Process: Exponential Utility and Minimizing the Probability of Ruin
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+Survival and Growth with a Liability: Optimal Portfolio Strategies in Continuous Time
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+The return on investment from proportional portfolio strategies
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+Reaching goals by a deadline: digital options and continuous-time active portfolio management
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+Beating a moving target: optimal portfolio strategies for outperforming a stochastic benchmark
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Normal rank
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+Mixed Optimal Stopping and Stochastic Control Problems with Semicontinuous Final Reward for Diffusion Processes
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+An Optimal Dividend and Investment Control Problem under Debt Constraints
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+Option pricing and Esscher transform under regime switching
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+Asset allocation under multivariate regime switching
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+Optimal portfolio choice for unobservable and regime-switching mean returns
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+Continuous-time stochastic control and optimization with financial applications
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+EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING
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