Browse Papers
From IFORS
Contact Us
English
Remember me
Login
Forgot password?
Rogemar S. Mamon
Information about the author Rogemar S. Mamon will soon be added to the site.
Found
2 papers
in total
Date Descending
Date Ascending
Title Descending
Title Ascending
Analytic pricing solutions to term structure derivatives in a Markov chain market
2004
An interest rate process assumed as a function of a continuous-time finite-state...
Explicit solutions to European options in a regime-switching economy
2005
We provide closed-form solutions for European option values when the dynamics of both...
Papers per page:
6 Papers
12 Papers
24 Papers
36 Papers
48 Papers
