Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295): Difference between revisions

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-.1007/s10690-014-9197-4
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Q4221330
@@ Property / cites work: Q4221330 / rank @@
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+On Esscher Transforms in Discrete Finance Models
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+General smoothing formulas for Markov-modulated Poisson observations
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+Option pricing and Esscher transform under regime switching
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+Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes
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+The Stochastic Dependence of Security Price Changes and Transaction Volumes: Implications for the Mixture-of-Distributions Hypothesis
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+Martingales and arbitrage in multiperiod securities markets
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+Martingales and stochastic integrals in the theory of continuous trading
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+A stochastic calculus model of continuous trading: Complete markets
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+Information and option pricings
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+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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+A game theoretic approach to option valuation under Markovian regime-switching models
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+Regime-switching risk: to price or not to price?
@@ Property / cites work: Regime-switching risk: to price or not to price? / rank @@
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+A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing
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+The Price Variability-Volume Relationship on Speculative Markets
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@@ Property / DOI @@
+.1007/S10690-014-9197-4
@@ Property / DOI: 10.1007/S10690-014-9197-4 / rank @@
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+Publication:2013295