Pages that link to "Item:Q813961"

The following pages link to Explicit solutions to European options in a regime-switching economy (Q813961):

Displaying 25 items.

• Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
• A simple novel approach to valuing risky zero coupon bond in a Markov regime switching economy (Q429973) (← links)
• Option pricing under joint dynamics of interest rates, dividends, and stock prices (Q433123) (← links)
• Insurance claims modulated by a hidden Brownian marked point process (Q659112) (← links)
• Development of computational algorithms for pricing European bond options under the influence of macro-economic conditions (Q903027) (← links)
• Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
• HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
• Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
• The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching (Q2065427) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• Downside risk measurement in regime switching stochastic volatility (Q2178387) (← links)
• Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
• Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
• Convergence of estimated option price in a regime switching market (Q2520133) (← links)
• Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
• A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
• PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734) (← links)
• Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
• Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
• EXPLICIT SOLUTIONS OF CONSUMPTION-INVESTMENT PROBLEMS IN FINANCIAL MARKETS WITH REGIME SWITCHING (Q3393971) (← links)
• Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
• Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
• FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
• Risk Minimizing Option Pricing in a Regime Switching Market (Q5459758) (← links)