Pages that link to "Item:Q1618828"
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The following pages link to A path-independent method for barrier option pricing in hidden Markov models (Q1618828):
Displaying 3 items.
- Option pricing for stochastic volatility model with infinite activity Lévy jumps (Q1619524) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- Pricing formula for a barrier call option based on stochastic delay differential equation (Q6192363) (← links)
