Pages that link to "Item:Q2013295"
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The following pages link to Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295):
Displaying 4 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
