Pages that link to "Item:Q2038228"
From MaRDI portal
The following pages link to Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228):
Displaying 6 items.
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)