Pages that link to "Item:Q611051"
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The following pages link to A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051):
Displaying 10 items.
- Short rate analysis and marked point processes (Q1806288) (← links)
- Unilateral counterparty risk valuation of CDS using a regime-switching intensity model (Q2446699) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
- When is the short rate Markovian? (Q2760391) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- PRICING AND SEMIMARTINGALE REPRESENTATIONS OF VULNERABLE CONTINGENT CLAIMS IN REGIME‐SWITCHING MARKETS (Q5416703) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)