Pages that link to "Item:Q4909140"
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The following pages link to ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140):
Displaying 4 items.
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
