Pricing exotic options under regime switching (Q995503): Difference between revisions

@@ Property / DOI @@
-.1016/j.insmatheco.2006.05.001
@@ Property / DOI: 10.1016/j.insmatheco.2006.05.001 / rank @@
-Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1016/j.insmatheco.2006.05.001
+Normal rank
@@ Property / OpenAlex ID @@
+W2095201842
@@ Property / OpenAlex ID: W2095201842 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4845603
@@ Property / cites work: Q4845603 / rank @@
+Normal rank
@@ Property / cites work @@
+Information and option pricings
@@ Property / cites work: Information and option pricings / rank @@
+Normal rank
@@ Property / cites work @@
+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
+Normal rank
@@ Property / cites work @@
+Analysis of time series subject to changes in regime
+Normal rank
@@ Property / cites work @@
+Autoregressive conditional heteroskedasticity and changes in regime
+Normal rank
@@ Property / cites work @@
+A Regime-Switching Model of Long-Term Stock Returns
+Normal rank
@@ Property / cites work @@
+Q5480304
@@ Property / cites work: Q5480304 / rank @@
+Normal rank
@@ Property / cites work @@
+Q3779956
@@ Property / cites work: Q3779956 / rank @@
+Normal rank
@@ Property / cites work @@
+Option pricing when underlying stock returns are discontinuous
+Normal rank
@@ Property / cites work @@
+The value of an Asian option
@@ Property / cites work: The value of an Asian option / rank @@
+Normal rank
@@ Property / DOI @@
+.1016/J.INSMATHECO.2006.05.001
@@ Property / DOI: 10.1016/J.INSMATHECO.2006.05.001 / rank @@
+Normal rank