Pages that link to "Item:Q1657586"
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The following pages link to Pricing external barrier options in a regime-switching model (Q1657586):
Displaying 10 items.
- Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Pricing external barrier options under a stochastic volatility model (Q2029429) (← links)
- Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
- A new concept of reliability system and applications in finance (Q2150787) (← links)
- Pricing multi-asset options with an external barrier (Q2703112) (← links)
- Pricing external-chained barrier options with exponential barriers (Q2828687) (← links)
- Barrier swaption pricing problem in uncertain financial market (Q5003829) (← links)
- (Q5027046) (← links)
- On pricing barrier control in a regime-switching regulated market (Q5234307) (← links)