Pages that link to "Item:Q364454"
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The following pages link to Pricing options with credit risk in Markovian regime-switching markets (Q364454):
Displaying 16 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Pricing options with credit risk in a reduced form model (Q457616) (← links)
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- Pricing risky debts under a Markov-modulated Merton model with completely random measures (Q928153) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Pricing credit default swaps with bilateral counterparty risk in a reduced form model with Markov regime switching (Q1644065) (← links)
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
- Probability for transition of business cycle and pricing of options with correlated credit risk (Q2818418) (← links)
- Option Valuation with a Discrete-Time Double Markovian Regime-Switching Model (Q2889601) (← links)
- Valuation of CatEPuts with regime switching (Q3131139) (← links)
- (Q3307005) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)
