Pages that link to "Item:Q933877"
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The following pages link to Pricing exotic options under a high-order Markovian regime switching model (Q933877):
Displaying 5 items.
- Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← 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)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
