Pages that link to "Item:Q451153"
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The following pages link to Risk-minimizing option pricing under a Markov-modulated jump-diffusion model with stochastic volatility (Q451153):
Displayed 4 items.
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- LOCALLY RISK-MINIMIZING HEDGING FOR EUROPEAN CONTINGENT CLAIMS WRITTEN ON NON-TRADABLE ASSETS WITH COMMON JUMP RISK (Q5051211) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)