Pages that link to "Item:Q1690474"
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The following pages link to Valuation of correlation options under a stochastic interest rate model with regime switching (Q1690474):
Displaying 5 items.
- A lattice method for option evaluation with regime-switching asset correlation structure (Q1983725) (← links)
- Option pricing with dynamically correlated stochastic interest rate (Q2945109) (← links)
- Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
- An FFT approach for option pricing under a regime-switching stochastic interest rate model (Q5349081) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)