Pages that link to "Item:Q670237"
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The following pages link to Viscosity solution of mean-variance portfolio selection of a jump Markov process with no-shorting constraints (Q670237):
Displaying 3 items.
- Mean-variance portfolio selection with margin requirements (Q355783) (← links)
- Mean-variance portfolio selection with a stochastic cash flow in a Markov-switching jump-diffusion market (Q378275) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)