Pages that link to "Item:Q548447"
From MaRDI portal
The following pages link to Pricing and hedging contingent claims with regime switching risk (Q548447):
Displaying 18 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Markovian forward-backward stochastic differential equations and stochastic flows (Q360694) (← links)
- Pricing and managing risks of European-style options in a Markovian regime-switching binomial model (Q470671) (← links)
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377) (← links)
- Markovian regime-switching market completion using additional Markov jump assets (Q2912029) (← links)
- Pricing and hedging contingent claims using variance and higher order moment swaps (Q4555095) (← links)
- A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481) (← links)
- ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- Smart Indexing Under Regime-Switching Economic States (Q4994677) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
