Pages that link to "Item:Q2421406"
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The following pages link to Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406):
Displaying 9 items.
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Equal risk pricing of derivatives with deep hedging (Q5014191) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- A unified option pricing model with Markov regime-switching double stochastic volatility, stochastic interest rate and jumps (Q5093699) (← links)
- A general class of distortion operators for pricing contingent claims with applications to CAT bonds (Q5228143) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
