Pages that link to "Item:Q2083405"
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The following pages link to An exact and explicit formula for pricing lookback options with regime switching (Q2083405):
Displaying 9 items.
- A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
- Explicit solutions to European options in a regime-switching economy (Q813961) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Sub-replication and replenishing premium: Efficient pricing of multi-state lookbacks (Q1421714) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- A CLOSED-FORM SOLUTION FOR LOOKBACK OPTIONS USING MELLIN TRANSFORM APPROACH (Q3178447) (← links)