Pages that link to "Item:Q665800"

The following pages link to A PDE approach for risk measures for derivatives with regime switching (Q665800):

Displaying 9 items.

• Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
• A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
• Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
• Portfolio risk minimization and differential games (Q425781) (← links)
• Optimal asset allocation: a worst scenario expectation approach (Q438769) (← links)
• A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
• On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
• A BSDE Approach to Convex Risk Measures for Derivative Securities (Q3145066) (← links)
• Backward stochastic difference equations for dynamic convex risk measures on a binomial tree (Q3449931) (← links)