Pages that link to "Item:Q2350148"
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The following pages link to Option valuation under a regime-switching constant elasticity of variance process (Q2350148):
Displaying 12 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Options with constant underlying elasticity in strikes (Q812141) (← links)
- Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Tamed-Euler method for nonlinear switching diffusion systems with locally Hölder diffusion coefficients (Q2162257) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- CONSTANT ELASTICITY OF VARIANCE OPTION PRICING MODEL WITH TIME-DEPENDENT PARAMETERS (Q4528082) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Empirical Performance of the Constant Elasticity Variance Option Pricing Model (Q5139466) (← links)
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)
- Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)
