The following pages link to (Q4980581):
Displaying 6 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- (Q3642064) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
- (Q5297394) (← links)