Pages that link to "Item:Q3523588"
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The following pages link to FINANCIAL SIGNAL PROCESSING: A SELF CALIBRATING MODEL (Q3523588):
Displaying 28 items.
- Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Optimal portfolios with regime switching and value-at-risk constraint (Q976262) (← links)
- A high-order Markov-switching model for risk measurement (Q980081) (← links)
- On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy (Q993724) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- A time-varying Markov chain model of term structure. (Q1871340) (← links)
- Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
- Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
- Pricing credit derivatives in a Markov-modulated reduced-form model (Q2842530) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- REGIME SWITCHING TERM STRUCTURE MODEL UNDER PARTIAL INFORMATION (Q3005960) (← links)
- Martingale Representation and Admissible Portfolio Process with Regime Switching (Q3081441) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- On Markov‐modulated Exponential‐affine Bond Price Formulae (Q3395727) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
- A new method for option pricing via time-fractional PDE (Q4556420) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)
- A COMPLETE YIELD CURVE DESCRIPTION OF A MARKOV INTEREST RATE MODEL (Q5696856) (← links)
- Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)
