Pages that link to "Item:Q5086465"
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The following pages link to Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465):
Displaying 3 items.
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)