Pages that link to "Item:Q2351636"
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The following pages link to Dynamic optimal capital structure with regime switching (Q2351636):
Displayed 5 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
- Vanishing central bank intervention in stochastic impulse control (Q2422127) (← links)
- Interacting default intensity with a hidden Markov process (Q4555109) (← links)