Pages that link to "Item:Q5416703"
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The following pages link to PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703):
Displaying 10 items.
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Detecting stock market regimes from option prices (Q2157892) (← links)
- Portfolio optimization in a defaultable Lévy-driven market model (Q2516636) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- Risk Sensitive Portfolio Optimization with Default Contagion and Regime-Switching (Q4614935) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- DYNAMIC PORTFOLIO OPTIMIZATION WITH A DEFAULTABLE SECURITY AND REGIME‐SWITCHING (Q5416702) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
- Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
