Pages that link to "Item:Q507979"
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The following pages link to Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979):
Displaying 5 items.
- Option pricing in Markov-modulated exponential Lévy models with stochastic interest rates (Q2424929) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
- Numerical Solution of a Matrix Integral Equation Arising in Markov-Modulated Lévy Processes (Q5099870) (← links)
- Pricing and hedging for correlation options with regime switching and common jump risk (Q6164724) (← links)
