Pages that link to "Item:Q3022050"

The following pages link to PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050):

Displayed 12 items.

• Utility-based indifference pricing in regime-switching models (Q640157) ‎ (← links)
• Option pricing and Esscher transform under regime switching (Q665552) ‎ (← links)
• A PDE approach for risk measures for derivatives with regime switching (Q665800) ‎ (← links)
• A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) ‎ (← links)
• Optimal portfolios with regime switching and value-at-risk constraint (Q976262) ‎ (← links)
• On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) ‎ (← links)
• Option pricing when the regime-switching risk is priced (Q1036916) ‎ (← links)
• Optimal insurance in a changing economy (Q2438339) ‎ (← links)
• Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) ‎ (← links)
• Portfolio selection with imperfect information: A hidden Markov model (Q2863717) ‎ (← links)
• On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) ‎ (← links)
• Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) ‎ (← links)