A system of non-local parabolic PDE and application to option pricing (Q2821911): Difference between revisions

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+Risk Minimizing Option Pricing for a Class of Exotic Options in a Markov-Modulated Market
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+The Pricing of Options and Corporate Liabilities
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Risk Minimizing Option Pricing in a Regime Switching Market
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+Option pricing and Esscher transform under regime switching
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+Risk Minimizing Option Pricing in a Semi-Markov Modulated Market
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+Convergence of estimated option price in a regime switching market
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Option Pricing With Markov-Modulated Dynamics
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+Explicit solutions to European options in a regime-switching economy
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+Nonparametric estimation for semi-Markov processes based on its hazard rate functions
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+Semigroups of linear operators and applications to partial differential equations
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+Mean-variance hedging for continuous processes: New proofs and examples
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+Publication:2821911