Pages that link to "Item:Q655231"
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The following pages link to Regime-switching risk: to price or not to price? (Q655231):
Displaying 13 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Portfolio optimization under convex incentive schemes (Q2255013) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- An Econometric Model of the Term Structure of Interest Rates Under Regime-Switching Risk (Q4562475) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- European option pricing with market frictions, regime switches and model uncertainty (Q6152695) (← links)
- Empirical study on option pricing under Markov regime switching economics (Q6662492) (← links)
