Pages that link to "Item:Q2903513"
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The following pages link to A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance (Q2903513):
Displaying 15 items.
- Equilibrium strategies for time-inconsistent stochastic switching systems (Q5107969) (← links)
- OPTIMAL PORTFOLIO AND CONSUMPTION FOR A MARKOVIAN REGIME-SWITCHING JUMP-DIFFUSION PROCESS (Q5164391) (← links)
- Linear-Quadratic Stochastic Stackelberg Differential Games for Jump-Diffusion Systems (Q5858099) (← links)
- A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← links)
- Stochastic Linear-Quadratic Optimal Control Problems with Random Coefficients and Markovian Regime Switching System (Q6042799) (← links)
- Stochastic maximum principle for hybrid optimal control problems under partial observation (Q6069672) (← links)
- Pointwise second-order necessary conditions for stochastic optimal control with jump diffusions (Q6084118) (← links)
- Risk‐sensitive maximum principle for stochastic optimal control of mean‐field type Markov regime‐switching jump‐diffusion systems (Q6089862) (← links)
- Time-consistent consumption-portfolio control problems with regime-switching-modulated habit formation: an essentially cooperative approach (Q6107682) (← links)
- Partial information maximum principle for optimal control problem with regime switching in the conditional mean-field model (Q6112111) (← links)
- Dynamic trading with Markov liquidity switching (Q6165331) (← links)
- Linear quadratic leader-follower stochastic differential games for mean-field switching diffusions (Q6175599) (← links)
- Optimal control of forward-backward stochastic jump-diffusion differential systems with observation noises: stochastic maximum principle (Q6569784) (← links)
- Time-inconsistent stochastic linear-quadratic optimal control problem under non-Markovian regime-switching jump-diffusion model (Q6588549) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)
