Pages that link to "Item:Q708288"

The following pages link to Efficiently pricing barrier options in a Markov-switching framework (Q708288):

Displaying 12 items.

• Pricing and risk management of interest rate swaps (Q257234) (← links)
• A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
• Cliquet-style return guarantees in a regime switching Lévy model (Q506080) (← links)
• A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
• Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
• First-passage times of regime switching models (Q2251701) (← links)
• On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
• PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
• Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
• Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
• Randomization and the valuation of guaranteed minimum death benefits (Q6167872) (← links)
• Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)