Pages that link to "Item:Q670237"

The following pages link to Viscosity solution of mean-variance portfolio selection of a jump Markov process with no-shorting constraints (Q670237):

Displaying 2 items.

• Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)