Pages that link to "Item:Q481375"
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The following pages link to Pricing of discount bonds with a Markov switching regime (Q481375):
Displayed 6 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Optimal investment in multidimensional Markov-modulated affine models (Q902185) (← links)
- Wellposedness of viscosity solutions to weakly coupled HJB equations under Hölder \textit{continuous conditions} (Q2688956) (← links)
- HARA utility maximization in a Markov-switching bond–stock market (Q4555174) (← links)
- A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)