The following pages link to (Q4925758):
Displaying 5 items.
- Mortality modelling with regime-switching for the valuation of a guaranteed annuity option (Q492634) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- Bond pricing formulas for Markov-modulated affine term structure models (Q2666684) (← links)
- A Laplace transform approach to direct and inverse problems for multi-compartment models (Q5056797) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
