Pages that link to "Item:Q5746536"
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The following pages link to Optimal Portfolio in a Regime-switching Model (Q5746536):
Displayed 3 items.
- A numerical study for optimal portfolio regime-switching model. I: 2D Black-Scholes equation with an exponential non-linear term. (Q507925) (← links)
- Utility indifference pricing and hedging for structured contracts in energy markets (Q2014372) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)