Pages that link to "Item:Q3107929"
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The following pages link to DOUBLE BARRIER OPTIONS IN REGIME-SWITCHING HYPER-EXPONENTIAL JUMP-DIFFUSION MODELS (Q3107929):
Displayed 15 items.
- Finite difference methods for option pricing under Lévy processes: Wiener-Hopf factorization approach (Q904596) (← links)
- A switching self-exciting jump diffusion process for stock prices (Q2000696) (← links)
- Numerical schemes for pricing Asian options under state-dependent regime-switching jump-diffusion models (Q2006622) (← links)
- Adaptation to climate change: extreme events versus gradual changes (Q2054843) (← links)
- Geometric step options and Lévy models: duality, pides, and semi-analytical pricing (Q2170289) (← links)
- On the estimation of regime-switching Lévy models (Q2691688) (← links)
- A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
- METHOD OF PAIRED CONTOURS AND PRICING BARRIER OPTIONS AND CDSs OF LONG MATURITIES (Q3191839) (← links)
- Parisian options with jumps: a maturity–excursion randomization approach (Q4619530) (← links)
- An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
- Pricing discrete barrier options and credit default swaps under Lévy processes (Q5245896) (← links)
- Free boundary problems and perpetual American strangles (Q5397447) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
- A transform-based method for pricing Asian options under general two-dimensional models (Q6067803) (← links)
- Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)