Pages that link to "Item:Q5414495"
From MaRDI portal
The following pages link to American option prices in a Markov chain market model (Q5414495):
Displaying 10 items.
- Stochastic linear quadratic control problem of switching systems with constraints (Q265681) (← links)
- An optimal mean-reversion trading rule under a Markov chain model (Q326803) (← links)
- Explicit solutions for an optimal stock selling problem under a Markov chain model (Q401059) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Integration by parts and martingale representation for a Markov chain (Q1724128) (← links)
- On anticipated backward stochastic differential equations with Markov chain noise (Q2821903) (← links)
- Default Times in a Continuous Time Markov Chain Economy (Q4584997) (← links)
- Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)
- Applying a Markov chain for the stock pricing of a novel forecasting model (Q4975149) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
