Pages that link to "Item:Q1627631"

The following pages link to Pricing double barrier options under a volatility regime-switching model with psychological barriers (Q1627631):

Displayed 2 items.

• Pricing European vanilla options under a jump-to-default threshold diffusion model (Q724526) ‎ (← links)
• On the transition density and first hitting time distributions of the doubly skewed CIR process (Q2241619) ‎ (← links)