Pages that link to "Item:Q451153"
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The following pages link to Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153):
Displaying 11 items.
- Option pricing under risk-minimization criterion in an incomplete market with the finite difference method (Q460210) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
- Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
- Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market (Q3168704) (← links)
- Risk Minimizing Option Pricing in a Semi-Markov Modulated Market (Q3566975) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
