Pages that link to "Item:Q3022050"
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The following pages link to PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050):
Displaying 15 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)
- Stochastic switching for partially observable dynamics and optimal asset allocation (Q2978077) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
