Pages that link to "Item:Q995503"

The following pages link to Pricing exotic options under regime switching (Q995503):

Displaying 50 items.

• Lattice Boltzmann methods for solving partial differential equations of exotic option pricing (Q256532) (← links)
• On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← 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)
• Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
• Mixture dynamics and regime switching diffusions with application to option pricing (Q539521) (← links)
• An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506) (← links)
• A Markov-modulated model for stocks paying discrete dividends (Q659087) (← links)
• Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
• Asian option as a fixed-point (Q721236) (← links)
• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
• Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
• Moving mesh methods for pricing Asian options with regime switching (Q908388) (← links)
• Pricing exotic options in a regime switching economy: a Fourier transform method (Q1621619) (← links)
• Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
• Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← links)
• Pricing convertible bonds with credit risk under regime switching and numerical solutions (Q1718237) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
• Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
• Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
• Optimal proportional reinsurance and investment with regime-switching for mean-variance insurers (Q2015659) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
• The study of mean-variance risky asset management with state-dependent risk aversion under regime switching market (Q2064422) (← links)
• An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
• Second-order IMEX scheme for a system of partial integro-differential equations from Asian option pricing under regime-switching jump-diffusion models (Q2118964) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• First-passage times of regime switching models (Q2251701) (← links)
• Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← links)
• On barrier option pricing by Erlangization in a regime-switching model with jumps (Q2297114) (← links)
• Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
• Equity-linked annuity pricing with cliquet-style guarantees in regime-switching and stochastic volatility models with jumps (Q2397852) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
• Markowitz's mean-variance asset-liability management with regime switching: a time-consistent approach (Q2446009) (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
• Adaptive signal processing of asset price dynamics with predictability analysis (Q2465971) (← links)
• Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
• Variance swap pricing under Markov-modulated jump-diffusion model (Q2657462) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• Markowitz's Mean-Variance Asset–Liability Management with Regime Switching: A Multi-Period Model (Q3004474) (← links)
• Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
• Mortality Regimes and Pricing (Q3107268) (← links)
• A moment approach to bounding exotic options under regime switching (Q3145039) (← links)
• FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)