Pages that link to "Item:Q2469551"

The following pages link to Exit problems in regime-switching models (Q2469551):

Displaying 8 items.

• A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
• Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
• Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
• The impact of negative interest rates on optimal capital injections (Q1799625) (← links)
• First-passage times of regime switching models (Q2251701) (← links)
• Optimal stopping with information constraint (Q2391931) (← links)
• American Options in the Heston Model with Stochastic Interest Rate and Its Generalizations (Q3176517) (← links)
• Perpetual American vanilla option pricing under single regime change risk: an exhaustive study (Q3301076) (← links)