Pages that link to "Item:Q1653173"
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The following pages link to Feynman-Kac formula for switching diffusions: connections of systems of partial differential equations and stochastic differential equations (Q1653173):
Displaying 11 items.
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Dynamics of a stochastic regime-switching predator-prey model with modified Leslie-Gower Holling-type II schemes and prey harvesting (Q783484) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Safety of stochastic systems: an analytic and computational approach (Q2065176) (← links)
- Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247) (← links)
- Optimal convergence trading with unobservable pricing errors (Q2241060) (← links)
- PAIRS TRADING UNDER DRIFT UNCERTAINTY AND RISK PENALIZATION (Q4555856) (← links)
- A unifying approach to first-passage time distributions in diffusing diffusivity and switching diffusion models (Q5053489) (← links)
- Stability and dynamical bifurcation of a stochastic regime-switching predator-prey model (Q6150635) (← links)
- Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
