Pages that link to "Item:Q481375"
From MaRDI portal
The following pages link to Pricing of discount bonds with a Markov switching regime (Q481375):
Displaying 11 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} (Q2688956) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
