Pages that link to "Item:Q659087"
From MaRDI portal
The following pages link to A Markov-modulated model for stocks paying discrete dividends (Q659087):
Displaying 8 items.
- A semi-Markov approach to the stock valuation problem (Q470678) (← links)
- Novel advancements in the Markov chain stock model: analysis and inference (Q2408711) (← links)
- Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
- Option pricing based on a regime switching dividend process (Q5078079) (← links)
- DIVIDENDS AND COMPOUND POISSON PROCESSES: A NEW STOCHASTIC STOCK PRICE MODEL (Q5088805) (← links)
- (Q5471174) (← links)
- Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)
- A markov-modulated risk model with transaction costs and threshold dividend strategy (Q6171882) (← links)