Pages that link to "Item:Q2015643"
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The following pages link to Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643):
Displaying 8 items.
- Mean-variance portfolio selection under a non-Markovian regime-switching model (Q1713195) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- Portfolio selection with regime-switching and state-dependent preferences (Q2332675) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
