The following pages link to (Q5297394):
Displaying 50 items.
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- Perpetual American maximum options with Markov-modulated dynamics (Q392759) (← links)
- A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
- Option pricing and hedging in incomplete market driven by normal tempered stable process with stochastic volatility (Q465438) (← links)
- Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
- A trend-following strategy: conditions for optimality (Q534275) (← links)
- Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
- A Markov-modulated model for stocks paying discrete dividends (Q659087) (← links)
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Explicit solutions to European options in a regime-switching economy (Q813961) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Convergence analysis of iterative Laplace transform methods for the coupled PDEs from regime-switching option pricing (Q1651338) (← links)
- An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
- Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← links)
- A recursive algorithm for selling at the ultimate maximum in regime-switching models (Q1703034) (← links)
- Markov regime switching of stochastic volatility Lévy model on approximation mode (Q1789998) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- HARA frontiers of optimal portfolios in stochastic markets (Q1926829) (← links)
- A lattice method for option evaluation with regime-switching asset correlation structure (Q1983725) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
- On a parabolic partial differential equation and system modeling a production planning problem (Q2127566) (← links)
- A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
- A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
- Regime switching affine processes with applications to finance (Q2308173) (← links)
- Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
- Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Weak convergence of Markov-modulated diffusion processes with rapid switching (Q2452781) (← links)
- Pricing and hedging of general rating-sensitive claims in a jump-diffusion market model in the presence of stochastic factors (Q2633877) (← links)
- Variance swap pricing under Markov-modulated jump-diffusion model (Q2657462) (← links)
- A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
- SELLING AT THE ULTIMATE MAXIMUM IN A REGIME-SWITCHING MODEL (Q2986670) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Regime Classification and Stock Loan Valuation (Q3387947) (← links)
- Double barrier option under regime-switching exponential mean-reverting process (Q3636733) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- Pricing options in a Markov regime switching model with a random acceleration for the volatility (Q4557217) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- VOLATILITY ANALYSIS OF REGIME-SWITCHING MODELS (Q5051948) (← links)
- A new method of valuing American options based on Brownian models (Q5079101) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
