Pages that link to "Item:Q989132"
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The following pages link to Regime switching volatility calibration by the Baum-Welch method (Q989132):
Displayed 5 items.
- Pricing and risk management of interest rate swaps (Q257234) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- Firm value and the impact of operational management (Q1732973) (← links)
- Regime-switching stochastic volatility model: estimation and calibration to VIX options (Q4610208) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)