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Advanced derivatives pricing and risk management : theory, tools and hands-on programming application
Albanese, Claudio, (2006)
Options : trading strategy and risk management
Vine, Simon, (2005)
Quantifizierung von Kreditportfoliorisiken : eine Untersuchung zu Modellalternativen und Anwendungsfeldern
Bröker, Frank, (2000)
Option pricing for GARCH models with Markov switching
Elliott, Robert J., (2006)
A PDE approach for risk measures for derivatives with regime switching
Elliott, Robert J., (2008)
Pricing volatility swaps under Heston's stochastic volatility model with regime switching
Elliott, Robert J., (2007)