Pages that link to "Item:Q993724"
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The following pages link to On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724):
Displaying 4 items.
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- On the cumulant transforms for Hawkes processes (Q6159627) (← links)
- Mean field control and finite agent approximation for regime-switching jump diffusions (Q6166349) (← links)
- Optimal R\&D investment problem with regime-switching (Q6608758) (← links)