Pages that link to "Item:Q462338"
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The following pages link to A regime-switching model with the volatility smile for two-asset European options (Q462338):
Displaying 5 items.
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
- (Q5176609) (← links)
- (Q5297394) (← links)