Pages that link to "Item:Q1621619"

The following pages link to Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619):

Displayed 7 items.

• Proactive hedging European call option pricing with linear position strategy (Q1727009) ‎ (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) ‎ (← links)
• On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) ‎ (← links)
• COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) ‎ (← links)
• A Simple Wiener-Hopf Factorization Approach for Pricing Double-Barrier Options (Q5014528) ‎ (← links)
• A generalized Esscher transform for option valuation with regime switching risk (Q5079361) ‎ (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) ‎ (← links)