Pages that link to "Item:Q1304966"
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The following pages link to Filtering with discrete state observations (Q1304966):
Displaying 23 items.
- Portfolio risk minimization and differential games (Q425781) (← links)
- The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model (Q431920) (← links)
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Robust optimal portfolio choice under Markovian regime-switching model (Q1023980) (← links)
- Markov jump linear systems and filtering through network transmitted measurements (Q1957280) (← links)
- Forward price and fitting of electricity Nord Pool market under regime-switching two-factor model (Q2037761) (← links)
- A regime switching model for temperature modeling and applications to weather derivatives pricing (Q2299383) (← links)
- A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications (Q2407985) (← links)
- Conditional coherent risk measures and regime-switching conic pricing (Q2671647) (← links)
- A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377) (← links)
- LOCAL RISK-MINIMIZATION UNDER MARKOV-MODULATED EXPONENTIAL LÉVY MODEL (Q2947346) (← links)
- Default Times in a Continuous-Time Markovian Regime Switching Model (Q3094223) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)
- ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)