The following pages link to (Q4612381):
Displaying 9 items.
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474) (← links)
- Equity-linked security pricing and greeks at arbitrary intermediate times using Brownian bridge (Q2293279) (← links)
- Option pricing under regime-switching jump-diffusion models (Q2348967) (← links)
- Valuation of CatEPuts with regime switching (Q3131139) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- (Q5436599) (← links)
- Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process (Q5852563) (← links)
