Pages that link to "Item:Q854276"
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The following pages link to Option pricing for pure jump processes with Markov switching compensators (Q854276):
Displaying 10 items.
- Risk-Based Asset Allocation Under Markov-Modulated Pure Jump Processes (Q5413858) (← links)
- OPTION PRICING USING A REGIME SWITCHING STOCHASTIC DISCOUNT FACTOR (Q5420701) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)
- Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)
- A second-order ADI method for pricing options under fractional regime-switching models (Q6196447) (← links)
- Total value adjustment of Bermudan option valuation under pure jump Lévy fluctuations (Q6561203) (← links)
- Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
- A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
- Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)
