Pricing barrier options by a regime switching model (Q5300446): Difference between revisions

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+Normal Inverse Gaussian Distributions and Stochastic Volatility Modelling
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+Option theory with stochastic analysis. An introduction to mathematical finance.
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+The Pricing of Options and Corporate Liabilities
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+A Check on the Robustness of Hamilton's Markov Switching Model Approach to the Economic Analysis of the Business Cycle
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+Lévy processes driven by stochastic volatility
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Stochastic differential equations. An introduction with applications.
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+Moments of Markov switching models
@@ Property / cites work: Moments of Markov switching models / rank @@
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+Publication:5300446