Pages that link to "Item:Q4286354"
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The following pages link to A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES (Q4286354):
Displaying 9 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Two-state volatility transition pricing and hedging of TXO options (Q429529) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
- Effective and simple VWAP options pricing model (Q2929372) (← links)
- (Q4494282) (← links)
- Closed-form approximated pricing of multivariate derivatives under switching regime models (Q6579701) (← links)