Pages that link to "Item:Q3427488"
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The following pages link to Option Pricing With Markov-Modulated Dynamics (Q3427488):
Displaying 20 items.
- (Q4494282) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- OPTION PRICING WITH FEEDBACK EFFECTS (Q4653573) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- Discounted Optimal Stopping Problems for Maxima of Geometric Brownian Motions With Switching Payoffs (Q5022285) (← links)
- (Q5033284) (← links)
- Discounted optimal stopping problems in continuous hidden Markov models (Q5086908) (← links)
- Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870) (← links)
- CONTINUOUS-TIME MEAN–VARIANCE OPTIMIZATION FOR DEFINED CONTRIBUTION PENSION FUNDS WITH REGIME-SWITCHING (Q5242953) (← links)
- THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (Q5250528) (← links)
- PRICING OF PERPETUAL AMERICAN OPTIONS IN A MODEL WITH PARTIAL INFORMATION (Q5389107) (← links)
- TRAFFIC GENERATED BY A SEMI-MARKOV ADDITIVE PROCESS (Q5392601) (← links)
- Optimal consumption and portfolio under inflation and Markovian switching (Q5411905) (← links)
- Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Closed-form approximated pricing of multivariate derivatives under switching regime models (Q6579701) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
