Pages that link to "Item:Q1621619"
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The following pages link to Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619):
Displaying 17 items.
- A new exact solution for pricing European options in a two-state regime-switching economy (Q356242) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- Option pricing in a regime-switching model using the fast Fourier transform (Q937475) (← links)
- Pricing exotic options under regime switching (Q995503) (← links)
- Proactive hedging European call option pricing with linear position strategy (Q1727009) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- On pricing barrier options with regime switching (Q2348970) (← links)
- FOURIER TRANSFORM METHOD WITH AN ASYMPTOTIC EXPANSION APPROACH: AN APPLICATION TO CURRENCY OPTIONS (Q3520539) (← links)
- THE WIENER-HOPF TECHNIQUE AND DISCRETELY MONITORED PATH-DEPENDENT OPTION PRICING (Q3553256) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- A simplified Wiener-Hopf factorization method for pricing double barrier options under Lévy processes (Q6552966) (← links)
- Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
