Pages that link to "Item:Q5093699"
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The following pages link to A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699):
Displaying 5 items.
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- Option valuation under double exponential jump with stochastic intensity, stochastic interest rates and Markov regime-switching stochastic volatility (Q6106177) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
