Pages that link to "Item:Q5265237"
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The following pages link to A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237):
Displaying 5 items.
- Generalisation of Hajek's stochastic comparison results to stochastic sums (Q507680) (← links)
- A note on regime-switching Kolmogorov's forward and backward equations using stochastic flows (Q681793) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- Fitted finite volume method for indifference pricing in an exponential utility regime-switching model (Q2223806) (← links)
- VARIANCE AND VOLATILITY SWAPS UNDER A TWO-FACTOR STOCHASTIC VOLATILITY MODEL WITH REGIME SWITCHING (Q5384677) (← links)
