Pages that link to "Item:Q548447"
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The following pages link to Pricing and hedging contingent claims with regime switching risk (Q548447):
Displaying 10 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481) (← links)
- ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
