Pages that link to "Item:Q5210919"
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The following pages link to HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919):
Displaying 4 items.
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)
- Optimal investment-reinsurance strategies for an insurer with options trading under model ambiguity (Q6643671) (← links)
