Pages that link to "Item:Q4561943"
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The following pages link to On the First Passage Time Under Regime-Switching with Jumps (Q4561943):
Displaying 10 items.
- A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
- First passage time moments of jump-diffusions with Markovian switching (Q538921) (← links)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Efficient computation of first passage times in Kou's jump-diffusion model (Q1707057) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- Analytic value function for a pairs trading strategy with a Lévy-driven Ornstein–Uhlenbeck process (Q5139232) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
