Pages that link to "Item:Q659253"

The following pages link to Markov-modulated jump-diffusions for currency option pricing (Q659253):

Displaying 30 items.

• Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
• Fast Fourier transform option pricing with stochastic interest rate, stochastic volatility and double jumps (Q482441) (← links)
• Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
• Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
• Stochastic differential equations with diffusion and jumps modeling currency markets (Q845088) (← links)
• On stability of the Markov-modulated skew CIR process (Q899651) (← links)
• Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
• Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
• Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
• Pension risk management with funding and buyout options (Q1697235) (← links)
• Pricing vulnerable options with market prices of common jump risks under regime-switching models (Q1727291) (← links)
• Currency option pricing with Wishart process (Q1758411) (← links)
• Structural pricing of CoCos and deposit insurance with regime switching and jumps (Q2036863) (← links)
• Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532) (← links)
• Variance swap pricing under Markov-modulated jump-diffusion model (Q2657462) (← links)
• Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
• Rare Shock, Two-Factor Stochastic Volatility and Currency Option Pricing (Q4585900) (← links)
• Pricing credit-risky bonds and spread options modelling credit-spread term structures with two-dimensional Markov-modulated jump-diffusion (Q5001154) (← links)
• (Q5038015) (← links)
• Empirical analysis of SH50ETF and SH50ETF option prices under regime-switching jump-diffusion models (Q5078514) (← links)
• Quanto option pricing with a jump diffusion process (Q5082959) (← links)
• Exchange option pricing in jump-diffusion models based on esscher transform (Q5154104) (← links)
• THE DYNAMIC PRICING FOR CALLABLE SECURITIES WITH MARKOV-MODULATED PRICES (Q5250528) (← links)
• Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)
• Inference of binary regime models with jump discontinuities (Q6108879) (← links)
• Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005) (← links)
• Option pricing with exchange rate risk under regime-switching multi-scale jump-diffusion models (Q6541088) (← links)
• Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)