Pages that link to "Item:Q375257"
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The following pages link to Discrete-time bond and option pricing for jump-diffusion processes (Q375257):
Displaying 3 items.
- A Markov regime-switching marked point process for short-rate analysis with credit risk (Q611051) (← links)
- Pricing American put option on zero-coupon bond in a jump-extended CIR model (Q907607) (← links)
- A regime-switching model with jumps and its application to bond pricing and insurance (Q2834907) (← links)
