Pages that link to "Item:Q2022921"
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The following pages link to Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921):
Displaying 26 items.
- A data-driven framework for consistent financial valuation and risk measurement (Q2028832) (← links)
- Pricing some life-contingent lookback options under regime-switching Lévy models (Q2075983) (← links)
- Maximum likelihood estimation of diffusions by continuous time Markov chain (Q2076164) (← links)
- Valuation of a DB underpin hybrid pension under a regime-switching Lévy model (Q2088855) (← links)
- Valuing equity-linked death benefits with a threshold expense structure under a regime-switching Lévy model (Q2097450) (← links)
- Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074) (← links)
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- An analysis of dollar cost averaging and market timing investment strategies (Q2189909) (← links)
- Equity-linked guaranteed minimum death benefits with dollar cost averaging (Q2234775) (← links)
- Pricing equity-linked death benefits by complex Fourier series expansion in a regime-switching jump diffusion model (Q2242652) (← links)
- A general continuous time Markov chain approximation for multi-asset option pricing with systems of correlated diffusions (Q2656684) (← links)
- On the bailout dividend problem with periodic dividend payments for spectrally negative Markov additive processes (Q2695946) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- A "COHERENT STATE TRANSFORM" APPROACH TO DERIVATIVE PRICING (Q5324398) (← links)
- Valuation of guaranteed minimum maturity benefits under mean reversion and jump models with surrender risk (Q6126076) (← links)
- Valuing equity-linked guaranteed minimum death benefits with \textit{European}-style \textit{Asian} payoffs under a regime switching jump-diffusion model (Q6144094) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
- Pricing discretely monitored Asian options under regime-switching and stochastic volatility models with jumps (Q6182318) (← links)
- Investigations to the optimal derivative-based investment and proportional reinsurance strategies (Q6536937) (← links)
- Foreign exchange option pricing under the 4/2 stochastic volatility model with CIR interest rates. (Q6541106) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
- Efficient recursion-quadrature algorithms for pricing Asian options and variance derivatives under stochastic volatility and Lévy jumps (Q6556204) (← links)
- Efficient valuation of variable annuities under regime-switching jump diffusion models with surrender risk and mortality risk (Q6591005) (← links)
- On pricing of discrete Asian and Lookback options under the Heston model (Q6625112) (← links)
- Affine models with path-dependence under parameter uncertainty and their application in finance (Q6633872) (← links)
- High order ADI splitting scheme for stochastic volatility model with jump (Q6665171) (← links)
