Pages that link to "Item:Q1666474"
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The following pages link to Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474):
Displaying 4 items.
- A regime-switching model with applications to finance: Markovian and non-Markovian cases (Q2058268) (← links)
- Optimal stochastic investment games under Markov regime switching market (Q2438402) (← links)
- Stochastic differential games for optimal investment problems in a Markov regime-switching jump-diffusion market (Q2673823) (← links)
- Stochastic differential portfolio games (Q4503215) (← links)