Adelaide Research & Scholarship
Browsing "School of Mathematical Sciences" by Author Zhang, X.
Showing results 1 to 3 of 3
Preview | Issue Date | Title | Author(s) |
| 2012 | A Bayesian approach for optimal reinsurance and investment in a diffusion model | Zhang, X.; Elliott, R.; Siu, T. |
| 2012 | A stochastic maximum principle for a Markov regime-switching jump-diffusion model and its application to finance | Zhang, X.; Elliott, R.; Siu, T. |
| 2012 | Markovian regime-switching market completion using additional Markov jump assets | Zhang, X.; Elliott, R.; Siu, T.; Guo, J. |