REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK (Q2853377): Difference between revisions

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+Modeling of the Defaultable Term Structure: Conditionally Markov Approach
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Q4323296
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+Option pricing and Esscher transform under regime switching
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+INVESTMENT TIMING UNDER REGIME SWITCHING
@@ Property / cites work: INVESTMENT TIMING UNDER REGIME SWITCHING / rank @@
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+On risk minimizing portfolios under a Markovian regime-switching Black-Scholes economy
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+An explicit solution to an optimal stopping problem with regime switching
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+Irreversible investment with regime shifts
@@ Property / cites work: Irreversible investment with regime shifts / rank @@
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Bond pricing in a hidden Markov model of the short rate
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+Option pricing when underlying stock returns are discontinuous
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+Option pricing when the regime-switching risk is priced
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+A GENERAL EQUILIBRIUM MODEL OF THE TERM STRUCTURE OF INTEREST RATES UNDER REGIME-SWITCHING RISK
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+The term structure of interest rates under regime shifts and jumps
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+https://doi.org/10.1142/s0219024913500283
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+W2165072345
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+Publication:2853377