Pages that link to "Item:Q272813"
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The following pages link to A Markov copula model with regime switching and its application (Q272813):
Displaying 6 items.
- Copula based multivariate semi-Markov models with applications in high-frequency finance (Q723963) (← links)
- Pricing default risk in mortgage-backed securities under a regime-switching reduced-form model (Q5078511) (← links)
- Goodness‐of‐fit for regime‐switching copula models with application to option pricing (Q5107622) (← links)
- (Q5125155) (← links)
- Basket CDS pricing with default intensities using a regime-switching shot-noise model (Q5154090) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)