Statistical Inference and Pricing for Regime Switching Models in Finance and Insurance

Selection of the Dimension of the Vector W j,m The FDAWO Method Regime Switching Black-Scholes Model Method 2 – Statistical Test Based on the DECF Method The Pricing Method Pricing Ratchet Options Sampling Method for the Conditioned Process Optimal Hedging Strategies Future Research 6.F Derivation of the Sampling Log-normal Distribution is Section 6.1.4