Pages that link to "Item:Q274851"
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The following pages link to A stochastic flows approach for asset allocation with hidden economic environment (Q274851):
Displaying 7 items.
- Optimal portfolios with maximum value-at-risk constraint under a hidden Markovian regime-switching model (Q340669) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- Household consumption-investment-insurance decisions with uncertain income and market ambiguity (Q5861811) (← links)