Pages that link to "Item:Q1177217"
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The following pages link to Martingale representation and hedging policies (Q1177217):
Displayed 5 items.
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- Optimal portfolio choice for unobservable and regime-switching mean returns (Q951435) (← links)
- Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
- ATTAINABLE CLAIMS IN A MARKOV MARKET (Q3126227) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)