The following pages link to (Q4845603):
Displayed 23 items.
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- First passage time moments of jump-diffusions with Markovian switching (Q538921) (← links)
- Invariant density, Lyapunov exponent, and almost sure stability of Markovian-regime-switching linear systems (Q545451) (← links)
- Classical solutions to reaction-diffusion systems for hedging problems with interacting Itô and point processes (Q558663) (← links)
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Asymptotically optimal dividend policy for regime-switching compound Poisson models (Q601938) (← links)
- Parametric estimation for the standard and geometric telegraph process observed at discrete times (Q623490) (← links)
- Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
- Explicit solutions to European options in a regime-switching economy (Q813961) (← links)
- Optimal stopping behavior of equity-linked investment products with regime switching (Q817296) (← links)
- Numerical methods for controlled regime-switching diffusions and regime-switching jump diffusions (Q856532) (← links)
- Option pricing model based on a Markov-modulated diffusion with jumps (Q985996) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- On some filtering problems arising in mathematical finance (Q1265916) (← links)
- A bounded risk strategy for a market with non-observable parameters. (Q1413317) (← links)
- Number of paths versus number of basis functions in American option pricing (Q1769425) (← links)
- Asymptotic expansions of transition densities for hybrid jump-diffusions (Q1780317) (← links)
- Commuting birth-and-death processes (Q2268727) (← links)
- Asymptotic properties of jump-diffusion processes with state-dependent switching (Q2389228) (← links)
- On the stability of jump-diffusions with Markovian switching (Q2474962) (← links)
- Jump telegraph processes and financial markets with memory (Q2478418) (← links)
- Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
- Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298) (← links)