Pages that link to "Item:Q3064081"
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The following pages link to Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081):
Displaying 12 items.
- Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Pricing warrant bonds with credit risk under a jump diffusion process (Q1727102) (← links)
- Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291) (← links)
- Pricing vulnerable option under jump-diffusion model with incomplete information (Q2296524) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- The European vulnerable option pricing with jumps based on a mixed model (Q2398560) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- Valuing power options under a regime-switching model (Q2923508) (← links)
- Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
