Pages that link to "Item:Q1727291"
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The following pages link to Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291):
Displaying 5 items.
- Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) (← links)
- Pricing vulnerable options with jump risk and liquidity risk (Q2059298) (← links)
- Pricing vulnerable options in a mixed fractional Brownian motion with jumps (Q2063466) (← links)
- Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)