Pages that link to "Item:Q2979963"
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The following pages link to Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963):
Displaying 12 items.
- Pricing and hedging problem of foreign currency option with higher borrowing rate (Q394479) (← links)
- On the hedging of options on exploding exchange rates (Q471173) (← links)
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
- Regime switching in foreign exchange rates: Evidence from currency option prices (Q1969822) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching (Q2661926) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS (Q5051916) (← links)
- Equilibrium pricing of foreign exchange options under a discontinuous model with stochastic jump intensity (Q5079464) (← links)
