Pages that link to "Item:Q2018548"
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The following pages link to An explicit analytic formula for pricing barrier options with regime switching (Q2018548):
Displayed 6 items.
- Asian option as a fixed-point (Q721236) (← links)
- Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
- Path integral Monte Carlo method for option pricing (Q2078655) (← links)
- On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
- Homotopy analysis method for portfolio optimization problem under the 3/2 model (Q2661941) (← links)
- OPTION PRICING WITH A LEVY-TYPE STOCHASTIC DYNAMIC MODEL FOR STOCK PRICE PROCESS UNDER SEMI-MARKOVIAN STRUCTURAL PERTURBATIONS (Q3467597) (← links)