Pages that link to "Item:Q2170294"
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The following pages link to Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294):
Displaying 3 items.
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Pricing double-barrier option with processes depending on various states of the economy (Q5046814) (← links)