Pages that link to "Item:Q3566975"

The following pages link to Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975):

Displaying 29 items.

• Asymptotic stability of semi-Markov modulated jump diffusions (Q448324) (← links)
• Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
• Efficient option risk measurement with reduced model risk (Q506084) (← links)
• Asymptotic analysis of option pricing in a Markov modulated market (Q1043251) (← links)
• Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
• Threshold dynamics and ergodicity of an SIRS epidemic model with semi-Markov switching (Q1710728) (← links)
• Stability analysis of semi-Markov switched stochastic systems (Q1797087) (← links)
• Stability of stochastic functional differential systems with semi-Markovian switching and Lévy noise by functional Itô's formula and its applications (Q2181353) (← links)
• Stabilization for switched stochastic systems with semi-Markovian switching signals and actuator saturation (Q2212564) (← links)
• Optimal control of Markov processes with age-dependent transition rates (Q2391935) (← links)
• Infinite horizon optimal control of mean-field delay system with semi-Markov modulated jump-diffusion processes (Q2419104) (← links)
• Convergence of estimated option price in a regime switching market (Q2520133) (← links)
• Finite-time stability and asynchronous resilient control for Itô stochastic semi-Markovian jump systems (Q2667454) (← links)
• A system of non-local parabolic PDE and application to option pricing (Q2821911) (← links)
• Sufficient Stochastic Maximum Principle for the Optimal Control of Semi-Markov Modulated Jump-Diffusion with Application to Financial Optimization (Q2937458) (← links)
• Stochastic Processes with Age-Dependent Transition Rates (Q3005163) (← links)
• A Pricing Process with Stochastic Volatility Controlled by a Semi-Markov Process (Q3155280) (← links)
• Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
• OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS (Q3467597) (← links)
• Markov and semi-Markov option pricing models with arbitrage possibility (Q4380848) (← links)
• (Q4494282) (← links)
• Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
• (Q4802405) (← links)
• Dynamic programming for semi-Markov modulated SDEs (Q5093684) (← links)
• THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (Q5250528) (← links)
• Asymptotic stability in distribution of stochastic systems with semi-Markovian switching (Q5382995) (← links)
• Inference of binary regime models with jump discontinuities (Q6108879) (← links)
• Almost surely exponential stability of semi‐Markovian switched singular stochastic systems with mode‐dependent ranks (Q6139646) (← links)
• Semimartingale representation of a class of semi-Markov dynamics (Q6204790) (← links)