Pages that link to "Item:Q1627726"
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The following pages link to On the price of risk under a regime switching CGMY process (Q1627726):
Displaying 7 items.
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- An implicit-explicit preconditioned direct method for pricing options under regime-switching tempered fractional partial differential models (Q2035502) (← links)
- Pricing American options by a Fourier transform multinomial tree in a conic market (Q2088436) (← links)
- Gram–Charlier methods, regime-switching and stochastic volatility in exponential Lévy models (Q5079360) (← links)
- A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
- A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)
