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 |
|---|---|---|
| HARA utility maximization in a Markov-switching bond-stock market Quantitative Finance | 2018-11-19 | Paper |
| Stochastic correlation and volatility mean-reversion -- empirical motivation and derivatives pricing via perturbation theory Applied Mathematical Finance | 2018-09-12 | Paper |
| Optimal investment in multidimensional Markov-modulated affine models Annals of Finance | 2016-01-07 | Paper |
| PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING International Journal of Theoretical and Applied Finance | 2015-09-22 | Paper |
| Pricing two-asset barrier options under stochastic correlation via perturbation International Journal of Theoretical and Applied Finance | 2015-06-29 | Paper |
Research outcomes over time
This page was built for person: Daniela Neykova
