Pages that link to "Item:Q5424402"
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The following pages link to Pricing Options and Variance Swaps in Markov-Modulated Brownian Markets (Q5424402):
Displaying 6 items.
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- Study on the model of an insurer's solvency ratio in Markov-modulated Brownian markets (Q655745) (← links)
- A probabilistic approach to the stochastic fluid cash management balance problem (Q2673792) (← links)
- EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
- On intensities of perturbed random measures on Hausdorff spaces (Q4634146) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
