Pages that link to "Item:Q2666684"
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The following pages link to Bond pricing formulas for Markov-modulated affine term structure models (Q2666684):
Displaying 10 items.
- Pricing of discount bonds with a Markov switching regime (Q481375) (← links)
- Bond pricing under mixed generalized CIR model with mixed Wishart volatility process (Q515757) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Zero coupon bonds and affine term structures: Reconsidering the one-factor model (Q1276461) (← links)
- Regime switching affine processes with applications to finance (Q2308173) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
- ON THE FOUR-PARAMETER BOND PRICING MODEL (Q2959628) (← links)
- A Hybrid Model for Pricing and Hedging of Long-dated Bonds (Q4682485) (← links)
- (Q5413580) (← links)