Pages that link to "Item:Q1690559"
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The following pages link to Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559):
Displaying 8 items.
- Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
- Regime switching in foreign exchange rates: Evidence from currency option prices (Q1969822) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Pricing currency option based on the extension principle and defuzzification via weighting parameter identification (Q2375610) (← links)
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
- EQUILIBRIUM VALUATION OF CURRENCY OPTIONS UNDER A DISCONTINUOUS MODEL WITH CO-JUMPS (Q5051916) (← links)
- Cross Currency Valuation and Hedging in the Multiple Curve Framework (Q5162842) (← links)
