Pages that link to "Item:Q2358467"

The following pages link to Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467):

Displayed 5 items.

• Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) ‎ (← links)
• Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) ‎ (← links)
• Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) ‎ (← links)
• Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) ‎ (← links)
• A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) ‎ (← links)