Pages that link to "Item:Q1655762"
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The following pages link to Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762):
Displaying 4 items.
- Exponential mean-square stability of numerical solutions for stochastic delay integro-differential equations with Poisson jump (Q2069516) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Markov chain approximation and measure change for time-inhomogeneous stochastic processes (Q2662572) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)