Pages that link to "Item:Q4434427"
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The following pages link to Empirical Performance and Asset Pricing in Hidden Markov Models (Q4434427):
Displaying 5 items.
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
- Convertible bond valuation with regime switching (Q2145547) (← links)
- Valuing qualitative options with stochastic volatility (Q3650963) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
