Explicit solutions to European options in a regime-switching economy (Q813961): Difference between revisions

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-Q217337
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+Marianito R. Rodrigo
@@ Property / author: Marianito R. Rodrigo / rank @@
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+MaRDI publication profile
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+https://doi.org/10.1016/j.orl.2004.12.003
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+W2071622900
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@@ Property / cites work @@
+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
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@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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@@ Property / cites work @@
+An interest rate model with a Markovian mean reverting level
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@@ Property / cites work @@
+Information and option pricings
@@ Property / cites work: Information and option pricings / rank @@
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@@ Property / cites work @@
+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
+Normal rank
@@ Property / cites work @@
+Rational-expectations econometric analysis of changes in regime. An investigation of the term structure of interest rates
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
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@@ Property / cites work @@
+Q4794126
@@ Property / cites work: Q4794126 / rank @@
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@@ Property / cites work @@
+Q3160522
@@ Property / cites work: Q3160522 / rank @@
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+Publication:813961