Pages that link to "Item:Q1642260"
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The following pages link to Option pricing in a regime switching stochastic volatility model (Q1642260):
Displaying 27 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- A regime-switching model with the volatility smile for two-asset European options (Q462338) (← links)
- Option pricing under a stressed-beta model (Q470515) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- An analytical approximation formula for European option pricing under a new stochastic volatility model with regime-switching (Q1656408) (← links)
- A Markov modulated dynamic contagion process with application to credit risk (Q2000733) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- A closed-form pricing formula for forward start options under a regime-switching stochastic volatility model (Q2131630) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- Option pricing under model involving slow growth volatility (Q2885509) (← links)
- (Q3642064) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- (Q4612381) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- (Q4980581) (← links)
- A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699) (← links)
- (Q5297394) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- Closed-form approximated pricing of multivariate derivatives under switching regime models (Q6579701) (← links)