Pages that link to "Item:Q4286354"
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The following pages link to A SIMPLE OPTION PRICING MODEL WITH MARKOVIAN VOLATILITIES (Q4286354):
Displaying 4 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- Study on option pricing in an incomplete market with stochastic volatility based on risk premium analysis (Q596915) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Semi-Markov migration process in a stochastic market in credit risk (Q2448226) (← links)
