Pages that link to "Item:Q2348967"

The following pages link to Option pricing under regime-switching jump-diffusion models (Q2348967):

Displaying 49 items.

• Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
• Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
• A superconvergent partial differential equation approach to price variance swaps under regime switching models (Q507897) (← links)
• Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
• An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
• Option pricing and Esscher transform under regime switching (Q665552) (← links)
• Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
• Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
• Contingent claims on foreign assets following jump-diffusion processes (Q1418775) (← links)
• Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
• A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
• Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
• Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
• Pricing vulnerable options under a Markov-modulated jump-diffusion model with fire sales (Q2423287) (← links)
• Convergence of estimated option price in a regime switching market (Q2520133) (← links)
• Variance swap pricing under Markov-modulated jump-diffusion model (Q2657462) (← links)
• Value functions in a regime switching jump diffusion with delay market model (Q2671163) (← links)
• Lattice-based model for pricing contingent claims under mixed fractional Brownian motion (Q2684130) (← links)
• A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
• (Q3642064) (← links)
• Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
• COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
• (Q4612381) (← links)
• Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114) (← links)
• (Q4980581) (← links)
• Pricing American Options under Regime-Switching Model with a Crank-Nicolson Fitted Finite Volume Method (Q4986613) (← links)
• An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
• PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
• A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
• Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
• An IMEX‐BDF2 compact scheme for pricing options under regime‐switching jump‐diffusion models (Q5380920) (← links)
• Asymptotic expansions of option price under regime-switching diffusions with a fast-varying switching process (Q5852563) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)
• Inference of binary regime models with jump discontinuities (Q6108879) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• A reduced-order model based on integrated radial basis functions with partition of unity method for option pricing under jump-diffusion models (Q6539830) (← links)
• Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
• Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
• RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)