The following pages link to (Q3642064):
Displaying 10 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Pricing exotic options under a high-order Markovian regime switching model (Q933877) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- Portfolio strategy of financial market with regime switching driven by geometric Lévy process (Q1724346) (← links)
- Markov regime switching of stochastic volatility Lévy model on approximation mode (Q1789998) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- Exit problems in regime-switching models (Q2469551) (← links)
- Integro-differential equations for option prices in Markov switching exponential Lévy models (Q2992251) (← links)
- Option pricing and hedging under a Markov switching Lévy process model (Q4623784) (← links)
