Pages that link to "Item:Q360694"
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The following pages link to Markovian forward-backward stochastic differential equations and stochastic flows (Q360694):
Displayed 3 items.
- A functional Itô's calculus approach to convex risk measures with jump diffusion (Q322579) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)