Pages that link to "Item:Q4449506"

The following pages link to Discrete-time singularly perturbed Markov chains: aggregation, occupation measures, and switching diffusion limit (Q4449506):

Displayed 15 items.

• Numerical methods for optimal dividend payment and investment strategies of Markov-modulated jump diffusion models with regular and singular controls (Q382911) ‎ (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) ‎ (← links)
• Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) ‎ (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) ‎ (← links)
• Stability of Markov modulated discrete-time dynamic systems. (Q1410357) ‎ (← links)
• Exponential bounds for discrete-time singularly perturbed Markov chains (Q1827116) ‎ (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) ‎ (← links)
• Optimal reinsurance strategies in regime-switching jump diffusion models: stochastic differential game formulation and numerical methods (Q2015641) ‎ (← links)
• Asymptotic properties of consensus-type algorithms for networked systems with regime-switching topologies (Q2276105) ‎ (← links)
• Numerical solutions of optimal risk control and dividend optimization policies under a generalized singular control formulation (Q2391436) ‎ (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) ‎ (← links)
• A numerical method for annuity-purchasing decision making to minimize the probability of financial ruin for regime-switching wealth models (Q2995514) ‎ (← links)
• Discrete-time approximation of Wonham filters (Q4915277) ‎ (← links)
• A Poisson Limit Theorem for Reliability Models Based on Markov Chains (Q5201481) ‎ (← links)
• Numerical solutions for jump-diffusions with regime switching (Q5460725) ‎ (← links)