Pages that link to "Item:Q993724"
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The following pages link to On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724):
Displayed 12 items.
- Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
- Nonzero-sum stochastic differential game between controller and stopper for jump diffusions (Q370194) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Robust portfolios: contributions from operations research and finance (Q993719) (← links)
- Stochastic differential portfolio games for an insurer in a jump-diffusion risk process (Q1935921) (← links)
- On optimal proportional reinsurance and investment in a Markovian regime-switching economy (Q1943015) (← links)
- Optimal and coherent economic-capital structures: evidence from long and short-sales trading positions under illiquid market perspectives (Q2393345) (← links)
- REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK (Q2853377) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- A stochastic differential game for optimal investment of an insurer with regime switching (Q3169215) (← links)