Pages that link to "Item:Q1023980"
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The following pages link to Robust optimal portfolio choice under Markovian regime-switching model (Q1023980):
Displayed 9 items.
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
- Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
- PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL (Q2842530) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)