Pages that link to "Item:Q4648515"
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The following pages link to Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515):
Displaying 14 items.
- Characteristic functions and option valuation in a Markov chain market (Q651452) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- On anticipated backward stochastic differential equations with Markov chain noise (Q2821903) (← links)
- THE POTENTIAL APPROACH IN PRACTICE (Q4565072) (← links)
- Time-Coherent Risk Measures for Continuous-Time Markov Chains (Q4579838) (← links)
- Default Times in a Continuous Time Markov Chain Economy (Q4584997) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- Perfect simulation of steady-state Markov chain on mixed state space (Q5079882) (← links)
- Stochastic control for BSDEs and ABSDEs with Markov chain noises (Q5130077) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
- The mean squared loss control problem for a partially observed Markov chain (Q5742538) (← links)
- Computation of the steady-state probability of Markov chain evolving on a mixed state space (Q6073728) (← links)
