The following pages link to Daniela Neykova (Q902184):
Displaying 5 items.
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- PORTFOLIO OPTIMIZATION IN AFFINE MODELS WITH MARKOV SWITCHING (Q2947343) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- <i>Stochastic Correlation and Volatility Mean-reversion</i>– Empirical Motivation and Derivatives Pricing via Perturbation Theory (Q4586319) (← links)
- PRICING TWO-ASSET BARRIER OPTIONS UNDER STOCHASTIC CORRELATION VIA PERTURBATION (Q5256837) (← links)
