Pages that link to "Item:Q4978658"
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The following pages link to Filtering a Markov Modulated Random Measure (Q4978658):
Displaying 9 items.
- Filtering with marked point process observations via Poisson chaos expansion (Q360366) (← links)
- A class of non-zero-sum stochastic differential investment and reinsurance games (Q466272) (← links)
- Optimal reinsurance and investment with unobservable claim size and intensity (Q743155) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- On intensities of perturbed random measures on Hausdorff spaces (Q4634146) (← links)
