Pages that link to "Item:Q2327645"
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The following pages link to Optimal consumption and investment strategies with liquidity risk and lifetime uncertainty for Markov regime-switching jump diffusion models (Q2327645):
Displayed 11 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 dividends for regulated insurers with a nonlinear penalty (Q6106371) (← links)
- Optimal asset allocation under search frictions and stochastic interest rate (Q6110871) (← 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)
