Pages that link to "Item:Q3592749"
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The following pages link to Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749):
Displayed 4 items.
- On pricing and hedging options in regime-switching models with feedback effect (Q633323) (← links)
- A game theoretic approach to option valuation under Markovian regime-switching models (Q931215) (← links)
- Pricing Vulnerable Options Under a Markov-Modulated Regime Switching Model (Q3064081) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
