A tree approach to options pricing under regime-switching jump diffusion models (Q2804506): Difference between revisions

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+DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Option pricing under regime-switching jump-diffusion models
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+Option pricing: A simplified approach
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+Option pricing and Esscher transform under regime switching
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+Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
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+Q4840212
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+A Regime-Switching Model of Long-Term Stock Returns
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+A Jump-Diffusion Model for Option Pricing
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+HERMITE BINOMIAL TREES: A NOVEL TECHNIQUE FOR DERIVATIVES PRICING
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+REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING
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+A new tree method for pricing financial derivatives in a regime-switching mean-reverting model
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+Optimum consumption and portfolio rules in a continuous-time model
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+Option pricing when underlying stock returns are discontinuous
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+FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS
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+Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows
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+Pricing participating products under a generalized jump-diffusion model
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+Hybrid switching diffusions. Properties and applications
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+Option Pricing in a Jump-Diffusion Model with Regime Switching
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+Option pricing with regime switching by trinomial tree method
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+A Stochastic Maximum Principle for a Markov Regime-Switching Jump-Diffusion Model and Its Application to Finance
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