Pages that link to "Item:Q2018548"
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The following pages link to An explicit analytic formula for pricing barrier options with regime switching (Q2018548):
Displaying 17 items.
- A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Hedging entry and exit decisions: Activating and deactivating barrier options (Q1613226) (← links)
- A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
- The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching (Q2065427) (← links)
- Path integral Monte Carlo method for option pricing (Q2078655) (← links)
- An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- On pricing barrier options with regime switching (Q2348970) (← links)
- Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
- OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS (Q3467597) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
- Generalized finite integration method with Volterra operator for pricing multi-asset barrier option (Q6539909) (← links)
- Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
