Pages that link to "Item:Q2643673"
From MaRDI portal
The following pages link to Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673):
Displayed 6 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Portfolio risk minimization and differential games (Q425781) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
