Pages that link to "Item:Q2424929"
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The following pages link to Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929):
Displaying 20 items.
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Analytic techniques for option pricing under a hyperexponential Lévy model (Q1639540) (← links)
- Extracting market information from equity options with exponential Lévy processes (Q1994305) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Option pricing for time-change exponential Lévy model under MEMM (Q2480093) (← links)
- Integro-differential equations for option prices in exponential Lévy models (Q2488481) (← links)
- Option pricing for a stochastic volatility Lévy model with stochastic interest rates (Q2511813) (← links)
- ON PRICING EUROPEAN CALL OPTION 0N EXPONENTIAL L\'{E}VY MODEL WITH JUMPS IN INTEREST RATE (Q2959586) (← links)
- Integro-differential equations for option prices in Markov switching exponential Lévy models (Q2992251) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- (Q3179994) (← links)
- (Q3642064) (← links)
- Early exercise boundary and option prices in Lévy driven models (Q4610262) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (Q5250528) (← links)
- An FFT approach for option pricing under a regime-switching stochastic interest rate model (Q5349081) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
