Pages that link to "Item:Q2853377"
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The following pages link to REAL OPTIONS WITH PRICED REGIME-SWITCHING RISK (Q2853377):
Displaying 5 items.
- Optimal dividend distribution under Markov regime switching (Q1761453) (← links)
- Discrete-time implementation of continuous-time filters with application to regime-switching dynamics estimation (Q2304045) (← links)
- Equity with Markov-modulated dividends (Q3182645) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
