Pages that link to "Item:Q2889601"
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The following pages link to Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601):
Displaying 7 items.
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Double continuation regions for American and Swing options with negative discount rate in Lévy models (Q5109987) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)