Pages that link to "Item:Q1610831"
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The following pages link to When the ``bull'' meets the ``bear'': A first passage time problem for a hidden Markov process (Q1610831):
Displaying 9 items.
- A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Ergodicity and first passage probability of regime-switching geometric Brownian motions (Q1624097) (← links)
- Some characterizations for Brownian motion with Markov switching (Q2060874) (← links)
- First-passage times of regime switching models (Q2251701) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- MODELING THE RECOVERY RATE IN A REDUCED FORM MODEL (Q3608736) (← links)
- Ultracontractivity for Brownian motion with Markov switching (Q5379264) (← links)
