Toggle navigation
Logout
Change account settings
EN
DE
ES
FR
A-Z
Beta
About EconBiz
News
Thesaurus (STW)
Academic Skills
Help
EN
DE
ES
FR
My account
Logout
Change account settings
Login
Publications
Events
Your search terms
Search
Search options
All Fields
Title
Exact title
Subject
Author
Institution
ISBN/ISSN
Published in...
Publisher
Open Access only
Advanced
Search history
My EconBiz
Favorites
Loans
Reservations
Fines
You are here:
Home
Search: subject:"Markov-modulated jump-diffusion process"
Narrow search
Narrow search
Year of publication
From:
To:
Subject
All
Markov-modulated jump-diffusion process
3
Stochastic process
3
Stochastischer Prozess
3
Option pricing theory
2
Optionspreistheorie
2
CARA utility function
1
Completely monotone jump density
1
Dividend
1
Dividende
1
Esscher transform
1
European gold option
1
Fixed point theorem
1
Gold
1
Gold standard
1
Goldstandard
1
Hamilton-Jacobi-Bellman equations
1
Markov chain
1
Markov-Kette
1
Nutzenfunktion
1
Optimal dividend policy
1
Portfolio optimization
1
Portfolio selection
1
Portfolio-Management
1
Risiko
1
Risk
1
Theorie
1
Theory
1
Utility function
1
gold price
1
q-scale functions
1
more ...
less ...
Online availability
All
Undetermined
2
Type of publication
All
Article
3
Type of publication (narrower categories)
All
Article in journal
3
Aufsatz in Zeitschrift
3
Language
All
English
3
Author
All
Jiang, Zhengjun
1
Li, Jinzhi
1
Lian, Yu-Min
1
Liao, Szu-Lang
1
Lin, Shih-kuei
1
Liu, Haiying
1
Published in...
All
Applied financial economics
1
Computational economics
1
Insurance
1
Source
All
ECONIS (ZBW)
3
Showing
1
-
3
of
3
Sort
relevance
articles prioritized
date (newest first)
date (oldest first)
1
Optimal dividend policy when risk reserves follow a jump-diffusion process with a completely monotone jump density under Markov-regime switching
Jiang, Zhengjun
- In:
Insurance
86
(
2019
),
pp. 1-7
Persistent link: https://www.econbiz.de/10012058679
Saved in:
2
Optimal investment for the insurers in Markov-modulated jump-diffusion models
Li, Jinzhi
;
Liu, Haiying
- In:
Computational economics
46
(
2015
)
1
,
pp. 143-156
Persistent link: https://www.econbiz.de/10011441047
Saved in:
3
Pricing gold options under Markov-modulated jump-diffusion processes
Lin, Shih-kuei
;
Lian, Yu-Min
;
Liao, Szu-Lang
- In:
Applied financial economics
24
(
2014
)
10/12
,
pp. 825-836
Persistent link: https://www.econbiz.de/10010402550
Saved in:
Results per page
10
25
50
100
250
A service of the
zbw
×
Loading...
