Pages that link to "Item:Q3155280"
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The following pages link to A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280):
Displaying 10 items.
- Modeling and pricing of variance and volatility swaps for local semi-Markov volatilities in financial engineering (Q613824) (← links)
- Performance analysis for controlled semi-Markov systems with application to maintenance (Q639926) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Valuing credit default swap in a non-homogeneous semi-Markovian rating based model (Q2642592) (← links)
- Markov and semi-Markov option pricing models with arbitrage possibility (Q4380848) (← links)
- Stylised facts of financial time series and hidden Markov models in continuous time (Q4683084) (← links)
- A semi-martingale representation for a semi-Markov chain with application to finance (Q4686487) (← links)
- Normal Deviation and Poisson Approximation of a Security Market by the Geometric Markov Renewal Processes (Q4929202) (← links)
- Future pricing through homogeneous semi-Markov processes (Q5467288) (← links)
- A micro-to-macro approach to returns, volumes and waiting times (Q6579670) (← links)
