Pages that link to "Item:Q4637645"
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The following pages link to Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645):
Displaying 9 items.
- Risk-sensitive zero-sum stochastic differential game for jump-diffusions (Q2059477) (← links)
- Risk-sensitive control for a class of diffusions with jumps (Q2108886) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Analysis of Optimal Portfolio on Finite and Small-Time Horizons for a Stochastic Volatility Market Model (Q5019593) (← links)
- Risk-sensitive mean field games with major and minor players (Q5878126) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Discrete‐time risk sensitive portfolio optimization with proportional transaction costs (Q6146693) (← links)
- Semimartingale representation of a class of semi-Markov dynamics (Q6204790) (← links)
