Pages that link to "Item:Q2297114"
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The following pages link to On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114):
Displayed 5 items.
- Hamilton-Jacobi-Bellman-Isaacs equation for rational inattention in the long-run management of river environments under uncertainty (Q2122611) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
- (Q6181947) (← links)