Pages that link to "Item:Q425781"
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The following pages link to Portfolio risk minimization and differential games (Q425781):
Displaying 6 items.
- Funding and investment decisions in a stochastic defined benefit pension plan with regime switching (Q2393667) (← links)
- PRICING CREDIT DERIVATIVES IN A MARKOV-MODULATED REDUCED-FORM MODEL (Q2842530) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- Continuous-Time Portfolio Choice Under Monotone Mean-Variance Preferences—Stochastic Factor Case (Q5108226) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
- Optimal investment and reinsurance policies for the Cramér–Lundberg risk model under monotone mean-variance preference (Q6575260) (← links)
