Pages that link to "Item:Q479189"

The following pages link to A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189):

Displayed 4 items.

• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) ‎ (← links)
• Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) ‎ (← links)
• Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) ‎ (← links)
• Ultracontractivity for Brownian motion with Markov switching (Q5379264) ‎ (← links)