Pages that link to "Item:Q2038228"
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The following pages link to Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228):
Displayed 3 items.
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Option pricing under stochastic volatility models with latent volatility (Q6053121) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)