List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model Stochastics | 2022-07-05 | Paper |
| A maximum principle for Markov regime-switching forward-backward stochastic differential games and applications Mathematical Methods of Operations Research | 2017-10-09 | Paper |
| On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model Methodology and Computing in Applied Probability | 2016-04-12 | Paper |
| Local risk-minimization under Markov-modulated exponential Lévy model International Journal of Theoretical and Applied Finance | 2015-09-22 | Paper |
| The minimal entropy martingale measure (MEMM) for a Markov-modulated exponential Lévy model Asia-Pacific Financial Markets | 2012-07-03 | Paper |
Research outcomes over time
This page was built for person: Romuald Hervé Momeya
