Markovian regime-switching market completion using additional Markov jump assets
Year of publication: |
2012
|
---|---|
Authors: | Zhang, Xin ; Elliott, Robert J. ; Siu, Tak Kuen ; Guo, Junyi |
Published in: |
IMA journal of management mathematics. - Oxford : Oxford Univ. Press, ISSN 1471-678X, ZDB-ID 2074812-7. - Vol. 23.2012, 3, p. 283-305
|
Subject: | Markov-Kette | Markov chain | Theorie | Theory |
-
Li, Chenglong, (2024)
-
Huang, Ching Chun, (2014)
-
The repairman problem revisited
Crampes, Claude, (2016)
- More ...
-
Stochastic processes, finance and control : a Festschrift in honor of Robert J. Elliott
Cohen, Samuel N., (2012)
-
On a risk model with dependence between claim sizes and claim intervals
Meng, Qingbin, (2008)
-
Malliavin calculus in a binomial framework
Cohen, Samuel N., (2018)
- More ...