Pages that link to "Item:Q651452"

The following pages link to Characteristic functions and option valuation in a Markov chain market (Q651452):

Displaying 3 items.

• 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)
• A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)