Pages that link to "Item:Q4562481"
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The following pages link to A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481):
Displaying 10 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- A martingale approach for asset allocation with derivative security and hidden economic risk (Q5235050) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
