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Pricing Participating Products under a Generalized Jump-Diffusion Model

Author(s): Tak Kuen Siu | John W. Lau | Hailiang Yang
Pricing Participating Products under a Generalized Jump-Diffusion Model

Author(s): Tak Kuen Siu | John W. Lau | Hailiang Yang
SWARCH and the implicit volatility of the Real/USD exchange rate

Author(s): Rafael Machado Santana | Rodrigo De Losso da Silveira Bueno
COMBINING A DYNAMIC VERSION OF KOHONEN ALGORITHM AND A TWO-REGIME MARKOV SWITCHING MODEL: AN APPLICATION TO THE PERIODIZATION OF INTERNATIONAL BIMETALLISM (1821-1873)

Author(s): Marie-Thérèse Boyer-Xambeu*, Ghislain Deleplace**, Patrice Gaubert1,***Lucien Gillard**** and Madalina Olteanu*****
Pricing Exotic Options under a High-Order Markovian Regime Switching Model

Author(s): Wai-Ki Ching | Tak-Kuen Siu | Li-Min Li
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy

Author(s): Bhusana Premanode | Pairote Sattayatham | Nop Sopipan
Forecasting Volatility of Gold Price Using Markov Regime Switching and Trading Strategy

Author(s): Bhusana Premanode | Pairote Sattayatham | Nop Sopipan
A General Probabilistic Forecasting Framework for Offshore Wind Power Fluctuations

Author(s): Pierre-Julien Trombe | Pierre Pinson | Henrik Madsen
Is the Great Moderation Ending?——UK and US Evidence

Author(s): Giorgio Canarella | Wen-Shwo Fang | Stephen M. Miller | Stephen K. Pollard
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