Pages that link to "Item:Q3168704"
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The following pages link to Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704):
Displaying 18 items.
- Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
- An empirical comparison of two stochastic volatility models using Indian market data (Q370874) (← links)
- Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
- Pricing Defaultable Bonds in a Markov Modulated Market (Q2893288) (← links)
- Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
