Pages that link to "Item:Q2204497"
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The following pages link to A regime switching fractional Black-Scholes model and European option pricing (Q2204497):
Displaying 9 items.
- A regression-based Monte Carlo method to solve two-dimensional forward backward stochastic differential equations (Q2166927) (← links)
- A computational weighted finite difference method for American and barrier options in subdiffusive Black-Scholes model (Q2656030) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- Parameter estimation for time-fractional Black-Scholes equation with S\&P 500 index option (Q6145561) (← links)
- Robust equilibrium strategies for time-inconsistent stochastic optimal control problems with applications (Q6163186) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
- Forward starting options pricing under a regime-switching jump-diffusion model with Wishart stochastic volatility and stochastic interest rate (Q6550279) (← links)
- A preconditioned iterative method for coupled fractional partial differential equation in European option pricing (Q6611517) (← links)
- A Legendre-Galerkin spectral method for option pricing under regime switching models (Q6657384) (← links)
