Pages that link to "Item:Q2979963"
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The following pages link to Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963):
Displaying 3 items.
- Pricing currency derivatives with Markov-modulated Lévy dynamics (Q2513442) (← links)
- \(H_2/H_\infty\) control for stochastic jump-diffusion systems with Markovian switching (Q2661926) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
