Pages that link to "Item:Q3182645"
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The following pages link to Equity with Markov-modulated dividends (Q3182645):
Displaying 8 items.
- A Markov-modulated model for stocks paying discrete dividends (Q659087) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900) (← links)
- ON SOME FUNCTIONALS OF THE FIRST PASSAGE TIMES IN MODELS WITH SWITCHING STOCHASTIC VOLATILITY (Q4608109) (← links)
- Asset Pricing Using Finite State Markov Chain Stochastic Discount Functions (Q4648515) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
