Pages that link to "Item:Q1407240"
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The following pages link to Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240):
Displaying 5 items.
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Quantile Hedging for Guaranteed Minimum Death Benefits with Regime Switching (Q4648511) (← links)
- Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758) (← links)
- STOCK LIQUIDATION VIA STOCHASTIC APPROXIMATION USING NASDAQ DAILY AND INTRA‐DAY DATA (Q5472786) (← links)