Pages that link to "Item:Q4557217"
From MaRDI portal
The following pages link to Pricing options in a Markov regime switching model with a random acceleration for the volatility (Q4557217):
Displaying 9 items.
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- Option volatility and the acceleration Lagrangian (Q1782476) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- (Q3642064) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process (Q5852563) (← links)
- A STOCHASTIC CONTROL APPROACH TO BID-ASK PRICE MODELLING (Q5866978) (← links)
