Pages that link to "Item:Q4951471"
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The following pages link to European option pricing when the riskfree interest rate follows a jump process (Q4951471):
Displayed 4 items.
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758) (← links)
- Hidden Markov Filter Estimation of the Occurrence Time of an Event in a Financial Market (Q5707906) (← links)