Pages that link to "Item:Q5300446"

The following pages link to Pricing barrier options by a regime switching model (Q5300446):

Displaying 7 items.

• A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
• A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
• Pricing external barrier options in a regime-switching model (Q1657586) (← links)
• Modeling asset price under two-factor Heston model with jumps (Q1792238) (← links)
• Computation of powered option prices under a general model for underlying asset dynamics (Q2074891) (← links)
• First-passage times of regime switching models (Q2251701) (← links)
• Pricing arithmetic Asian option under a two-factor stochastic volatility model with jumps (Q5220943) (← links)