Pages that link to "Item:Q2513442"
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The following pages link to Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442):
Displaying 4 items.
- Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
- An uncertain currency model with floating interest rates (Q1703677) (← links)
- Pricing of European currency options with uncertain exchange rate and stochastic interest rates (Q2296466) (← links)
- Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
