Pages that link to "Item:Q2834907"
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The following pages link to A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907):
Displaying 11 items.
- Pricing model for zero coupon bonds driven by Bessel-squared interest processes with a jump (Q886317) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Jump diffusion processes and their applications in insurance and finance (Q997083) (← links)
- Vasicek model with mixed-exponential jumps and its applications in finance and insurance (Q1712117) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Regime-switching shot-noise processes and longevity bond pricing (Q2257575) (← links)
- Some recent progress on numerical methods for controlled regime-switching models with applications to insurance and risk management (Q2516863) (← links)
- The pricing of defaultable bonds under a regime-switching jump-diffusion model with stochastic default barrier (Q5078105) (← links)
- A bivariate Markov modulated intensity model: applications to insurance and credit risk modelling (Q5086640) (← links)
- The valuation at origination of mortgages with full prepayment and default risks (Q6549637) (← links)
