Pages that link to "Item:Q2327645"

The following pages link to Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645):

Displaying 9 items.

• Household lifetime strategies under a self-contagious market (Q2028777) (← links)
• Pricing American drawdown options under Markov models (Q2030371) (← links)
• Optimal harvesting under marine reserves and uncertain environment (Q2140306) (← links)
• Finite-horizon general insolvency risk measures in a regime-switching Sparre Andersen model (Q2218860) (← links)
• Optimal investment, consumption, and life insurance strategies under a mutual-exciting contagious market (Q2665873) (← links)
• Optimal investment-consumption and life insurance strategy with mispricing and model ambiguity (Q6117107) (← links)
• Dynamic trading with Markov liquidity switching (Q6165331) (← links)
• Strategic trading with information acquisition and long-memory stochastic liquidity (Q6167433) (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)