Pages that link to "Item:Q340129"
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The following pages link to Option pricing under jump-diffusion processes with regime switching (Q340129):
Displaying 26 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- Option pricing for pure jump processes with Markov switching compensators (Q854276) (← links)
- On option pricing under a completely random measure via a generalized Esscher transform (Q938038) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Option pricing under regime-switching jump-diffusion models (Q2348967) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Risk-neutral compatibility with option prices (Q2430260) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Analog of the Black-Scholes formula for option pricing under conditions of \((B, S, X)\)-incomplete market of securities with jumps (Q2722131) (← links)
- Option pricing with a general marked point process. (Q2757668) (← links)
- Good-Deal Bounds in a Regime-Switching Diffusion Market (Q2889602) (← links)
- (Q3642064) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
- (Q4612381) (← links)
- (Q4920492) (← links)
- (Q4980581) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
- A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← 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)
- Numerical approximation of a hybrid Poisson-jump Ait-Sahalia-type interest rate model with delay (Q6596382) (← links)
