The following pages link to The Markov Chain Market (Q4661683):
Displaying 6 items.
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- MDP algorithms for portfolio optimization problems in pure jump markets (Q964693) (← links)
