Pages that link to "Item:Q340129"

The following pages link to Option pricing under jump-diffusion processes with regime switching (Q340129):

Displaying 2 items.

• Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
• Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)