Pages that link to "Item:Q933877"

The following pages link to Pricing exotic options under a high-order Markovian regime switching model (Q933877):

Displaying 7 items.

• Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← links)
• A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
• Pricing external barrier options in a regime-switching model (Q1657586) (← links)
• Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
• A higher-order hidden Markov chain-modulated model for asset allocation (Q2434780) (← links)
• Parameter Estimation in a Weak Hidden Markov Model with Independent Drift and Volatility (Q4562483) (← links)
• Polynomial Approximation to Option Prices under Regime Switching (Q5742644) (← links)