Pages that link to "Item:Q4623784"
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The following pages link to Option pricing and hedging under a Markov switching Lévy process model (Q4623784):
Displaying 11 items.
- Option pricing and hedging under a stochastic volatility Lévy process model (Q437103) (← links)
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- Swing options in commodity markets: a multidimensional Lévy diffusion model (Q2441571) (← links)
- Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
- Hedging Under Worst-Case-Scenario in a Market Driven by Time-Changed Lévy Noises (Q2956066) (← links)
- Integro-differential equations for option prices in Markov switching exponential Lévy models (Q2992251) (← links)
- (Q3611491) (← links)
- (Q3642064) (← links)
- Option Pricing and Sensitivity Analysis in the Lévy Forward Process Model (Q4689913) (← links)