Pages that link to "Item:Q2372257"
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The following pages link to Lévy processes driven by stochastic volatility (Q2372257):
Displaying 6 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- A bivariate mutually-excited switching jump diffusion (BMESJD) for asset prices (Q2176372) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- A self-exciting switching jump diffusion: properties, calibration and hitting time (Q5234300) (← links)
- Pricing barrier options by a regime switching model (Q5300446) (← links)
