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  • Search: subject:"Markov Modulated Model"
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Subject
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Dual Risk Model 1 Financial market 1 Finanzmarkt 1 HJB Equation 1 Markov Modulated Model 1 Markov chain 1 Markov-Kette 1 Mathematical programming 1 Mathematische Optimierung 1 Optimal Investment 1 Portfolio selection 1 Portfolio-Management 1 Risiko 1 Risikomanagement 1 Risikomodell 1 Risk 1 Risk management 1 Risk model 1 Theorie 1 Theory 1
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Type of publication
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Article 1
Type of publication (narrower categories)
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Article in journal 1 Aufsatz in Zeitschrift 1
Language
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English 1
Author
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Xu, Lin 1 Zhang, Liming 1 Zhu, Dongjin 1
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Journal of mathematical finance 1
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ECONIS (ZBW) 1
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Optimal investment under dual risk model and Markov modulated financial market
Xu, Lin; Zhang, Liming; Zhu, Dongjin - In: Journal of mathematical finance 5 (2015) 2, pp. 157-171
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