Pages that link to "Item:Q893122"
From MaRDI portal
The following pages link to Iterative algorithm for the first passage time distribution in a jump-diffusion model with regime-switching, and its applications (Q893122):
Displaying 7 items.
- Pricing external barrier options in a regime-switching model (Q1657586) (← links)
- Efficient computation of first passage times in Kou's jump-diffusion model (Q1707057) (← links)
- An improved algorithm for the estimation of the mean first passage time of ordinary stochastic differential equations (Q1923719) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- On the default probability in a regime-switching regulated market (Q2445481) (← links)
- On the First Passage Time Under Regime-Switching with Jumps (Q4561943) (← links)
- FIRST PASSAGE TIME UNDER A REGIME-SWITCHING JUMP-DIFFUSION MODEL AND ITS APPLICATION IN THE VALUATION OF PARTICIPATING CONTRACTS (Q5242416) (← links)
