Pages that link to "Item:Q2038228"

The following pages link to Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228):

Displaying 2 items.

• A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)