Pages that link to "Item:Q539521"
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The following pages link to Mixture dynamics and regime switching diffusions with application to option pricing (Q539521):
Displaying 5 items.
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- Fluid Analysis of Spatio-Temporal Properties of Agents in a Population Model (Q4571083) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- Estimation of regime-switching diffusions via Fourier transforms (Q6547753) (← links)
