Pages that link to "Item:Q539521"

The following pages link to Mixture dynamics and regime switching diffusions with application to option pricing (Q539521):

Displaying 2 items.

• Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
• FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)