Pages that link to "Item:Q2513442"
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The following pages link to Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442):
Displaying 11 items.
- On exact pricing of FX options in multivariate time-changed Lévy models (Q345721) (← links)
- Valuing foreign exchange rate derivatives with a bounded exchange process (Q375253) (← links)
- Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- An uncertain currency model with floating interest rates (Q1703677) (← links)
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates (Q2296466) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Lévy motion and the analysis of currency exchange rates (Q2739606) (← links)
- Quanto option pricing with a jump diffusion process (Q5082959) (← links)
- Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104) (← links)
