Pages that link to "Item:Q703185"

The following pages link to Nearly-optimal asset allocation in hybrid stock investment models. (Q703185):

Displaying 18 items.

• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
• Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
• A trend-following strategy: conditions for optimality (Q534275) (← links)
• Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
• Stability of hybrid stochastic delay systems whose discrete components have a large state space: a two-time-scale approach (Q972465) (← links)
• Stability of Markov modulated discrete-time dynamic systems. (Q1410357) (← links)
• Backward stochastic differential equations with Markov chains and related asymptotic properties (Q1653208) (← links)
• Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
• Two-player zero-sum stochastic differential games with regime switching (Q2174009) (← links)
• Time-inconsistent optimal control problems with regime-switching (Q2411029) (← links)
• Optimal Control of Uncertain Stochastic Systems with Markovian Switching and Its Applications to Portfolio Decisions (Q2790365) (← links)
• An HMM approach for optimal investment of an insurer (Q2864634) (← links)
• A FINITE-HORIZON OPTIMAL INVESTMENT AND CONSUMPTION PROBLEM USING REGIME-SWITCHING MODELS (Q2874733) (← links)
• EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
• Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)