Pages that link to "Item:Q507979"
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The following pages link to Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979):
Displaying 11 items.
- Pricing and hedging European-style options in Lévy-based stochastic volatility models considering the leverage effect (Q252930) (← links)
- Dimension reduction for pricing options under multidimensional Lévy processes (Q2398582) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
- Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870) (← links)
- SIMULATION OF MULTI-ASSET OPTION GREEKS UNDER A SPECIAL LÉVY MODEL BY MALLIAVIN CALCULUS (Q5369445) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
- A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
- Consistent asset modelling with random coefficients and switches between regimes (Q6659310) (← links)
