Pages that link to "Item:Q2518532"

The following pages link to Pricing currency options under two-factor Markov-modulated stochastic volatility models (Q2518532):

Displaying 24 items.

• A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
• Pricing options with credit risk in Markovian regime-switching markets (Q364454) (← links)
• Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
• Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153) (← links)
• Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
• Exponential change of measure applied to term structures of interest rates and exchange rates (Q634008) (← links)
• Markov-modulated jump-diffusions for currency option pricing (Q659253) (← links)
• Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
• How should a local regime-switching model be calibrated? (Q1655569) (← links)
• Optimal investment of variance-swaps in jump-diffusion market with regime-switching (Q1655762) (← links)
• Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
• Pricing convertible bonds with credit risk under regime switching and numerical solutions (Q1718237) (← links)
• Valuation of equity-indexed annuities with regime-switching jump diffusion risk and stochastic mortality risk (Q1934414) (← links)
• The continuity and estimates of a solution to mixed fractional constant elasticity of variance system with stochastic volatility and the pricing of vulnerable options (Q2067976) (← links)
• Pricing vulnerable options with stochastic volatility (Q2147889) (← links)
• On the default probability in a regime-switching regulated market (Q2445481) (← links)
• Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734) (← links)
• Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
• Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
• Local risk minimization for vulnerable European contingent claims on nontradable assets under regime switching models (Q3185983) (← links)
• Pricing Equity-indexed Annuities When Discrete Dividends Follow a Markov-Modulated Jump Diffusion Model (Q3462361) (← links)
• European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)