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- interest rate model with regime switching 2018-01-19 Paper An FFT approach for option pricing under a regime-switching stochastic interest rate model 2017-08-23...10 bytes (17 words) - 13:23, 8 December 2023
- power utility regime-switching model 2022-02-16 Paper Penalty method for indifference pricing of American option in a liquidity switching market 2021-12-09...10 bytes (18 words) - 18:45, 13 December 2023
- high-order Markovian regime switching model 2008-07-28 Paper A game theoretic approach to option valuation under Markovian regime-switching models 2008-06-25 Paper...10 bytes (18 words) - 02:32, 10 December 2023
- utility regime-switching model 2022-02-17 Paper Efficient finite difference method for optimal portfolio in a power utility regime-switching model 2022-02-16...10 bytes (18 words) - 01:32, 12 December 2023
- optimal investment problems in a Markov regime-switching jump-diffusion market 2022-06-13 Paper A regime-switching model with applications to finance: Markovian...10 bytes (16 words) - 16:44, 13 December 2023
- geometric average in the regime‐switching model 2019-02-08 Paper Pricing external barrier options in a regime-switching model 2018-08-13 Paper...10 bytes (18 words) - 18:23, 24 September 2023
- financial options under regime switching jump diffusion model 2018-09-07 Paper Investment and consumption in regime-switching models with proportional transaction...10 bytes (16 words) - 14:43, 28 January 2024
- options with regime switching 2022-10-10 Paper An analytic formula for pricing American-style convertible bonds in a regime switching model 2019-06-18 Paper...10 bytes (16 words) - 03:56, 7 October 2023
- Trend Following Trading under a Regime Switching Model 2010-11-10 Paper Stock loan valuation under a regime-switching model with mean-reverting and finite...10 bytes (16 words) - 06:23, 9 December 2023
- hidden Markov regime-switching model 2019-07-25 Paper Optimal debt ratio and dividend strategies for an insurer under a regime-switching model 2019-05-07...10 bytes (16 words) - 09:42, 6 October 2023
- https://portal.mardi4nfdi.de/entity/Q5176609 2015-02-27 Paper A regime-switching model with the volatility smile for two-asset European options 2014-10-20...10 bytes (17 words) - 01:28, 12 December 2023
- insurance contracts under a regime switching Lévy model 2013-04-10 Paper Valuation of equity-indexed annuities with regime-switching jump diffusion risk and...10 bytes (17 words) - 16:20, 11 December 2023
- Optimal selling rule in a regime switching Lévy market 2011-09-09 Paper LIQUIDATION OF A LARGE BLOCK OF STOCK WITH REGIME SWITCHING 2011-06-09 Paper An approximation...10 bytes (16 words) - 00:52, 12 December 2023
- for option pricing under regime-switching with jumps 2020-06-16 Paper COS method for option pricing under a regime-switching model with time-changed Lévy...10 bytes (16 words) - 18:51, 11 December 2023
- jump-diffusion model with regime-switching, and its applications 2015-11-13 Paper PRICING OF POWER OPTIONS UNDER THE REGIME-SWITCHING MODEL 2014-11-05 Paper...10 bytes (16 words) - 13:25, 7 October 2023
- Guarantees Under a Regime-Switching Model 2022-02-11 Paper Authors’ Reply: Pricing Annuity Guarantees Under a Regime-Switching Model - Discussion by Robert...10 bytes (16 words) - 17:54, 9 December 2023
- Publication Date of Publication Type Portfolios Optimization Under Regime Switching Model: Evidences in the American Bonds and Other Financial Assets 2021-12-10...10 bytes (16 words) - 23:13, 27 December 2023
- Publication Date of Publication Type “A Regime-Switching Model of Long-Term Stock Returns” by Mary Hardy, April 2001 2006-01-05 Paper...10 bytes (18 words) - 22:26, 26 December 2023
- Publication Type Saddlepoint approximations to option price in a regime-switching model 2016-06-28 Paper...10 bytes (16 words) - 03:56, 7 October 2023
- Date of Publication Type Conditional Ruin Probability with a Markov Regime Switching Model 2013-07-10 Paper...10 bytes (18 words) - 03:43, 7 October 2023
