Double barrier option under regime-switching exponential mean-reverting process (Q3636733): Difference between revisions

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+The Confluent Hypergeometric Function
@@ Property / cites work: The Confluent Hypergeometric Function / rank @@
+Normal rank
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+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
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+Q5848416
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+Disconjugacy
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+Normal rank
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+The First Passage Problem for a Continuous Markov Process
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+Option pricing and Esscher transform under regime switching
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+PRICING AND HEDGING DOUBLE‐BARRIER OPTIONS: A PROBABILISTIC APPROACH
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+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
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+Pricing Options With Curved Boundaries<sup>1</sup>
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+Computing the first passage time density of a time-dependent Ornstein-Uhlenbeck process to a moving boundary
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+Pricing double barrier options using Laplace transforms
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+Pricing Barrier Options with Time–Dependent Coefficients
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+Q4779802
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+Q5297394
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+Q4375487
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