Pages that link to "Item:Q985996"
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The following pages link to Option pricing model based on a Markov-modulated diffusion with jumps (Q985996):
Displayed 16 items.
- Option pricing under jump-diffusion processes with regime switching (Q340129) (← links)
- Telegraph processes with random jumps and complete market models (Q496959) (← links)
- Probability law and flow function of Brownian motion driven by a generalized telegraph process (Q496968) (← links)
- First passage time moments of jump-diffusions with Markovian switching (Q538921) (← links)
- Hypo-exponential distributions and compound Poisson processes with alternating parameters (Q900922) (← links)
- Optimal dividend policy when cash surplus follows the telegraph process (Q2037638) (← links)
- A two-state neuronal model with alternating exponential excitation (Q2160705) (← links)
- First crossing times of telegraph processes with jumps (Q2176400) (← links)
- Markov-modulated jump-diffusion models for the short rate: pricing of zero coupon bonds and convexity adjustment (Q2663814) (← links)
- Double Telegraph Processes and Complete Market Models (Q2875516) (← links)
- Option Pricing Driven by a Telegraph Process with Random Jumps (Q3165498) (← links)
- Differential and integral equations for jump random motions (Q3387883) (← links)
- Option pricing under a jump-telegraph diffusion model with jumps of random size (Q5031709) (← links)
- Generalized Telegraph Process with Random Jumps (Q5299570) (← links)
- (Q5346032) (← links)
- Switched diffusion processes for non-convex optimization and saddle points search (Q6089196) (← links)