Pages that link to "Item:Q4991088"
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The following pages link to A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088):
Displaying 15 items.
- Diffusion approximations of the geometric Markov renewal processes and option price formulas (Q628848) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← 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)
- Skimming pricing for a class of diffusion models (Q3737136) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (Q5853612) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
- Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)
- Pricing American options under Azzalini Ito-McKean skew Brownian motions (Q6160632) (← links)
- Drift Estimation of the Threshold Ornstein-Uhlenbeck Process From Continuous and Discrete Observations (Q6185131) (← links)
- Modified trajectory fitting estimators for multi-regime threshold Ornstein-Uhlenbeck processes (Q6548880) (← links)
- Determining the number and values of thresholds for multi-regime threshold Ornstein-Uhlenbeck processes (Q6633190) (← links)
- Weak Approximation for a Black-Scholes Type Regime Switching Model (Q6671994) (← links)
