Pages that link to "Item:Q2348970"
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The following pages link to On pricing barrier options with regime switching (Q2348970):
Displaying 32 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← 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)
- A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
- Pricing external barrier options in a regime-switching model (Q1657586) (← links)
- Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Pricing discretely-monitored double barrier options with small probabilities of execution (Q2029343) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Pricing two-asset alternating barrier options with icicles and their variations (Q2131928) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- Option valuation under a regime-switching constant elasticity of variance process (Q2350148) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Time consistent policy of multi-period mean-variance (Q2515277) (← links)
- A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Barrier swaption pricing problem in uncertain financial market (Q5003829) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
- A direct solution method for pricing options in regime‐switching models (Q5109976) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← 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)
- Real option pricing under the regime-switching model with jumps on a finite time horizon (Q6569140) (← links)
