Pages that link to "Item:Q470671"
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The following pages link to Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671):
Displaying 10 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Pricing and managing risks of ruin contingent life annuities under regime switching variance gamma process (Q470735) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Change point dynamics for financial data: an indexed Markov chain approach (Q2000694) (← links)
- Pricing participating products with Markov-modulated jump-diffusion process: an efficient numerical PIDE approach (Q2015638) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Statistical inference for Markov chain European option : estimating the price, the bare risk and the theta by historical distributions of Markov chain (Q3567573) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- (Q5297394) (← links)
- Optimal divestment time in supply chain redesign under oligopoly: evidence from shale oil production plants (Q6069911) (← links)
