Pages that link to "Item:Q364454"
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The following pages link to Pricing options with credit risk in Markovian regime-switching markets (Q364454):
Displaying 4 items.
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- The pricing of vulnerable options in a fractional Brownian motion environment (Q1723398) (← links)
- Valuation of the vulnerable option price based on mixed fractional Brownian motion (Q1727085) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
