Pages that link to "Item:Q356242"
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The following pages link to A new exact solution for pricing European options in a two-state regime-switching economy (Q356242):
Displayed 24 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Convergence rate of regime-switching trees (Q515751) (← links)
- Asian option as a fixed-point (Q721236) (← links)
- How should a local regime-switching model be calibrated? (Q1655569) (← links)
- Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
- An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
- A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
- A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
- Efficient hedging currency options in fractional Brownian motion model with jumps (Q2164804) (← links)
- A robust numerical solution to a time-fractional Black-Scholes equation (Q2166825) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- A regime switching fractional Black-Scholes model and European option pricing (Q2204497) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- Numerical solution of generalized Black-Scholes model (Q2423065) (← links)
- Differential quadrature parallel algorithms for solving systems of convection-diffusion and reaction models (Q2700022) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
- PRICING FORMULA FOR EXCHANGE OPTION BASED ON STOCHASTIC DELAY DIFFERENTIAL EQUATION WITH JUMPS (Q5051185) (← links)
- Numerical Identification of Time-Dependent Volatility in European Options with Two-Stage Regime-Switching (Q5119108) (← links)
- AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
- FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)