Pages that link to "Item:Q267876"
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The following pages link to On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876):
Displaying 10 items.
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- Exit problems in regime-switching models (Q2469551) (← links)
- Price discovery in the markets for credit risk: a Markov switching approach (Q2691657) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
- Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)
