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Publications by JOHN DRIFFILL

Real Options With Priced Regime-Switching Risk

International Journal of Theoretical and Applied Finance

English

Related publications

Pricing and Hedging Contingent Claims With Regime Switching Risk

Communications in Mathematical Sciences

Applied Mathematics

English

Are Real Options "Real"? Isolating Uncertainty From Risk in Real Options Analysis

Annals of Financial Economics

English

Risk Seeking, Nonconvex Remuneration and Regime Switching

International Journal of Theoretical and Applied Finance

English

Efficient Lattice Method for Valuing of Options With Barrier in a Regime Switching Model

Discrete Dynamics in Nature and Society

English

Optimal Risk Adoption: A Real Options Approach

Economic Theory

English

Analytical Value-At-Risk and Expected Shortfall Under Regime-Switching

Finance Research Letters

English

Regime Switching Behaviour of Real Estate and Equity Prices in Emerging Countries

Prague Economic Papers

English

EWS-GARCH: New Regime Switching Approach to Forecast Value-At-Risk

Central European Economic Journal

English

Improving GARCH Volatility Forecasts With Regime-Switching GARCH

English