Pages that link to "Item:Q1043251"
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The following pages link to Asymptotic analysis of option pricing in a Markov modulated market (Q1043251):
Displaying 3 items.
- Asymptotic expansion for pricing options for a mean-reverting asset with multiscale stochastic volatility (Q433133) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Feynman–Kac formulas for regime-switching jump diffusions and their applications (Q2804019) (← links)
