Pages that link to "Item:Q681986"
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The following pages link to On the regularity of American options with regime-switching uncertainty (Q681986):
Displayed 6 items.
- Asian option as a fixed-point (Q721236) (← links)
- Explicit solutions to utility maximization problems in a regime-switching market model via Laplace transforms (Q1730323) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- Optimal selling strategies under regime-switching market environment with finite expiry (Q2236234) (← links)
- On Itô's formula for semimartingales with jumps and non-\(\mathcal{C}^2\) functions (Q2667604) (← links)
- General methods for bounding multidimensional ruin probabilities in regime-switching models (Q5086703) (← links)