Pages that link to "Item:Q1717734"
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The following pages link to Continuous-time mean-variance asset-liability management with hidden Markovian regime switching (Q1717734):
Displaying 3 items.
- Mean-variance asset-liability management problem under non-Markovian regime-switching models (Q2187333) (← links)
- Mean-variance type controls involving a hidden Markov chain: models and numerical approximation (Q3465822) (← links)
- Asset-liability management with state-dependent utility in the regime-switching market (Q6115891) (← links)