Pages that link to "Item:Q5022526"
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The following pages link to “Asset Allocation with Hedge Funds on the Menu” Phelim Boyle and Sun Siang Liew, October 2007 (Q5022526):
Displaying 5 items.
- A stochastic flows approach for asset allocation with hidden economic environment (Q274851) (← links)
- A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481) (← links)
- Pricing Annuity Guarantees Under a Regime-Switching Model (Q5029071) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)