Pages that link to "Item:Q661263"
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The following pages link to A hidden Markov regime-switching model for option valuation (Q661263):
Displayed 12 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility (Q4562483) (← links)
- Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants (Q6069911) (← links)