The Dynamic Valuation of Callable Contingent Claims With a Partially Observable Regime Switch

2018 ◽  
Author(s):  
Kimitoshi Sato ◽  
Katsushige Sawaki
Keyword(s):  
Contingent Claims ◽  
Regime Switch ◽  
Partially Observable

A chaos expansion approach for the pricing of contingent claims

2015 ◽  
Vol 18 (3) ◽  
pp. 27-58 ◽  
Author(s):  
Hideharu Funahashi ◽  
Masaaki Kijima
Keyword(s):  
Contingent Claims ◽  
Chaos Expansion

Prices for State-Contingent Claims: Some Estimates and Applications

1978 ◽  
Vol 51 (4) ◽  
pp. 653 ◽  
Author(s):  
Rolf W. Banz ◽  
Merton H. Miller
Keyword(s):  
Contingent Claims
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