Pages that link to "Item:Q951363"
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The following pages link to Robust parameter estimation for asset price models with Markov modulated volatilities (Q951363):
Displaying 20 items.
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- Optimal state filtering of controllable systems with random structure (Q465293) (← links)
- Stochastic volatility with regime switching and uncertain noise: filtering with sub-linear expectations (Q523969) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- A high-order Markov-switching model for risk measurement (Q980081) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Microstructure models with short-term inertia and stochastic volatility (Q1665369) (← links)
- Stock market prediction and portfolio selection models: a survey (Q1788855) (← links)
- Portfolio selection with jumps under regime switching (Q1958452) (← links)
- Dynamic control of the investment portfolio in the jump-diffusion financial market with regime switching (Q2487604) (← links)
- Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
- An HMM approach for optimal investment of an insurer (Q2864634) (← links)
- Filtering of a Multi-Dimension Stochastic Volatility Model (Q3005154) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
