Pages that link to "Item:Q2515905"
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The following pages link to Coupling and tracking of regime-switching martingales (Q2515905):
Displaying 3 items.
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- Optimal Markovian coupling for finite activity Lévy processes (Q6589575) (← links)