Pages that link to "Item:Q4434427"
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The following pages link to Empirical Performance and Asset Pricing in Hidden Markov Models (Q4434427):
Displaying 11 items.
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- A latent process model for the pricing of corporate securities (Q1028533) (← links)
- A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
- Estimating stochastic discount factor models with hidden regimes: applications to commodity pricing (Q1681295) (← links)
- Convertible bond valuation with regime switching (Q2145547) (← links)
- The profitability in the FTSE 100 index: a new Markov chain approach (Q2180274) (← links)
- Identifying and estimating efficient markets models with contemporaneous instruments (Q2641060) (← links)
- Hidden Markov models for financial optimization problems (Q3557589) (← links)
- Valuing qualitative options with stochastic volatility (Q3650963) (← links)
- Robustification of an On-line EM Algorithm for Modelling Asset Prices Within an HMM (Q4562474) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)