Pages that link to "Item:Q5416702"
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The following pages link to DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702):
Displaying 14 items.
- Equilibrium investment strategy for DC pension plan with default risk and return of premiums clauses under CEV model (Q506063) (← links)
- Dynamic credit investment in partially observed markets (Q889624) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Non-zero-sum stochastic differential reinsurance and investment games with default risk (Q1681455) (← links)
- Dynamic investment and counterparty risk (Q1705168) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Stochastic impulse control with regime-switching dynamics (Q1753526) (← links)
- Optimal reinsurance and investment strategies for insurers with regime-switching and state-dependent utility function (Q2014428) (← links)
- On a parabolic partial differential equation and system modeling a production planning problem (Q2127566) (← links)
- Detecting stock market regimes from option prices (Q2157892) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
- Bond portfolio optimization with long-range dependent credits (Q6175328) (← links)
- A stochastic gradient descent algorithm to maximize power utility of large credit portfolios under Marshall-Olkin dependence (Q6187725) (← links)
