Pages that link to "Item:Q2251701"
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The following pages link to First-passage times of regime switching models (Q2251701):
Displaying 11 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)
- Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Some characterizations for Brownian motion with Markov switching (Q2060874) (← links)
- Linear quadratic Gaussian homing for Markov processes with regime switching and applications to controlled population growth/decay (Q2241646) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- Wiener-Hopf factorization for time-inhomogeneous Markov chains and its application (Q4999834) (← links)
- First passage time and mean exit time for switching Brownian motion (Q5887755) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
