Pages that link to "Item:Q4647230"
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The following pages link to An interest rate model with a Markovian mean reverting level (Q4647230):
Displaying 13 items.
- Option-based risk management of a bond portfolio under regime switching interest rates (Q354661) (← links)
- Pricing of discount bonds with a Markov switching regime (Q481375) (← links)
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Explicit solutions to European options in a regime-switching economy (Q813961) (← links)
- Pricing a guaranteed annuity option under correlated and regime-switching risk factors (Q903675) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Online estimation for a predictive analytics platform with a financial-stability-analysis application (Q2220080) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- Analytic value function for optimal regime-switching pairs trading rules (Q4554446) (← links)
- An automated financial indices-processing scheme for classifying market liquidity regimes (Q5020784) (← links)
- DIFFUSION LIMITS FOR A MARKOV MODULATED BINOMIAL COUNTING PROCESS (Q5111484) (← links)
- The riskiness of stock versus money market investment with stochastic rates (Q6161236) (← links)
