Pages that link to "Item:Q4380848"
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The following pages link to Markov and semi-Markov option pricing models with arbitrage possibility (Q4380848):
Displaying 13 items.
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Arbitrage-free market models for option prices: the multi-strike case (Q2271718) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
- (Q4407581) (← links)
- (Q4494282) (← links)
- (Q4802405) (← links)
- Limit theorems for prices of options written on semi-Markov processes (Q5018754) (← links)
- Market Models with Optimal Arbitrage (Q5250038) (← links)
- THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (Q5250528) (← links)
- General Arbitrage Pricing Model: III – Possibility Approach (Q5423768) (← links)
- Future pricing through homogeneous semi-Markov processes (Q5467288) (← links)
- Learning Theory (Q5473641) (← links)