Pages that link to "Item:Q995503"

The following pages link to Pricing exotic options under regime switching (Q995503):

Displaying 31 items.

• Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
• Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• A moment approach to bounding exotic options under regime switching (Q3145039) (← links)
• FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
• REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
• COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
• Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
• A new method for option pricing via time-fractional PDE (Q4556420) (← links)
• VALUING EQUITY-LINKED DEATH BENEFITS IN A REGIME-SWITCHING FRAMEWORK (Q4563742) (← links)
• Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
• Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
• Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
• (Q4980581) (← links)
• The Pricing of Credit Default Swaps under a Markov-Modulated Merton’s Structural Model (Q5022522) (← links)
• A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
• Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
• FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
• HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
• An Empirical Investigation of CDS Spreads Using a Regime-Switching Default Risk Model (Q5379186) (← links)
• Pension funding problem with regime‐switching geometric Brownian motion assets and liabilities (Q5391298) (← links)
• NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
• Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
• Polynomial Approximation to Option Prices under Regime Switching (Q5742644) (← links)
• Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)
• Valuing the Guaranteed Minimum Death Benefit Clause with Partial Withdrawals (Q5851724) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
• Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
• An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
• Compact IMEX scheme for a moving boundary PIDE system of the regime-switching jump-diffusion Asian option pricing (Q6200827) (← links)