The following pages link to (Q4830522):
Displaying 4 items.
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- A comparison of two no-arbitrage conditions (Q2259241) (← links)
- Maximum likelihood estimators from discrete data modeled by mixed fractional Brownian motion with application to the Nordic stock markets (Q5042125) (← links)