Pages that link to "Item:Q2204497"

The following pages link to A regime switching fractional Black-Scholes model and European option pricing (Q2204497):

Displaying 17 items.

• A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
• An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
• An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
• An accurate European option pricing model under fractional stable process based on Feynman path integral (Q2150099) (← links)
• A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
• Option pricing under finite moment log stable process in a regulated market: a generalized fractional path integral formulation and Monte Carlo based simulation (Q2208163) (← links)
• A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
• Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
• (Q4585259) (← links)
• (Q5176609) (← links)
• (Q5297394) (← links)
• Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
• Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
• Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
• A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
• A Legendre-Galerkin spectral method for option pricing under regime switching models (Q6657384) (← links)