Pages that link to "Item:Q2358467"
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The following pages link to Consumption-portfolio optimization and filtering in a hidden Markov-modulated asset price model (Q2358467):
Displaying 7 items.
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- Optimal credit investment and risk control for an insurer with regime-switching (Q2633456) (← links)
- Optimal investment and consumption strategies for pooled annuity with partial information (Q2681454) (← links)
- Optimal investment strategy for an insurer with partial information in capital and insurance markets (Q2691446) (← links)
- PORTFOLIO OPTIMIZATION, HIDDEN MARKOV MODELS, AND TECHNICAL ANALYSIS OF P&F-CHARTS (Q3022050) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- Optimal investment and reinsurance strategies for an insurer with regime-switching (Q6655907) (← links)