Pages that link to "Item:Q665552"
From MaRDI portal
The following pages link to Option pricing and Esscher transform under regime switching (Q665552):
Displaying 7 items.
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
- Pricing CDS index tranches under thinning-dependence structure with regime switching (Q6582033) (← links)
- A wavelet collocation method for fractional Black-Scholes equations by subdiffusive model (Q6590574) (← links)
- Novel criteria for exponential stability in mean square of stochastic delay differential equations with Markovian switching (Q6607506) (← links)
- Constrained optimal stopping under a regime-switching model (Q6639527) (← links)
- Consistent asset modelling with random coefficients and switches between regimes (Q6659310) (← links)
- Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)