A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189): Difference between revisions

@@ Property / MaRDI profile type @@
+MaRDI publication profile
@@ Property / MaRDI profile type: MaRDI publication profile / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1007/s11009-013-9355-6
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@@ Property / OpenAlex ID @@
+W1976423482
@@ Property / OpenAlex ID: W1976423482 / rank @@
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@@ Property / cites work @@
+Stationary distributions for fluid flow models with or without brownian noise
+Normal rank
@@ Property / cites work @@
+Q3866218
@@ Property / cites work: Q3866218 / rank @@
+Normal rank
@@ Property / cites work @@
+Pricing exotic options under regime switching
@@ Property / cites work: Pricing exotic options under regime switching / rank @@
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@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing and Esscher transform under regime switching
+Normal rank
@@ Property / cites work @@
+Double barrier option under regime-switching exponential mean-reverting process
+Normal rank
@@ Property / cites work @@
+On perpetual American put valuation and first-passage in a regime-switching model with jumps
+Normal rank
@@ Property / cites work @@
+When the ``bull'' meets the ``bear'': A first passage time problem for a hidden Markov process
+Normal rank
@@ Property / cites work @@
+An explicit solution to an optimal stopping problem with regime switching
+Normal rank
@@ Property / cites work @@
+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
+Normal rank
@@ Property / cites work @@
+Pricing barrier options by a regime switching model
+Normal rank
@@ Property / cites work @@
+First-passage times of regime switching models
@@ Property / cites work: First-passage times of regime switching models / rank @@
+Normal rank
@@ Property / cites work @@
+Efficiently pricing barrier options in a Markov-switching framework
+Normal rank
@@ Property / cites work @@
+Option Pricing With Markov-Modulated Dynamics
@@ Property / cites work: Option Pricing With Markov-Modulated Dynamics / rank @@
+Normal rank
@@ Property / cites work @@
+NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING
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@@ Property / cites work @@
+Q3945340
@@ Property / cites work: Q3945340 / rank @@
+Normal rank
@@ Property / cites work @@
+Fluid models in queueing theory and Wiener-Hopf factorization of Markov chains
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@@ links / mardi / name / links / mardi / name @@
+Publication:479189