Pages that link to "Item:Q703185"

The following pages link to Nearly-optimal asset allocation in hybrid stock investment models. (Q703185):

Displaying 7 items.

• Maximum principle for optimal control problems of forward-backward regime-switching system and applications (Q360666) (← links)
• Dynamic programming for a Markov-switching jump-diffusion (Q396027) (← links)
• Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
• A trend-following strategy: conditions for optimality (Q534275) (← links)
• Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Near-optimal control problems for forward-backward regime-switching systems (Q5854386) (← links)