Pages that link to "Item:Q635506"

The following pages link to An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506):

Displaying 9 items.

• On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
• Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
• Valuation of volatility derivatives with time-varying volatility: an analytical probabilistic approach using a mixture distribution for pricing nonlinear payoff volatility derivatives in discrete observation case (Q2088813) (← links)
• Convertible bond valuation with regime switching (Q2145547) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• A finite volume approach for contingent claims valuation (Q2748866) (← links)
• Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
• Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
• Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)