Pages that link to "Item:Q479189"
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The following pages link to A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189):
Displaying 4 items.
- 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)
