Pages that link to "Item:Q2821911"
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The following pages link to A system of non-local parabolic PDE and application to option pricing (Q2821911):
Displaying 8 items.
- Option pricing in a regime switching stochastic volatility model (Q1642260) (← links)
- Wavelet-optimized compact finite difference method for convection-diffusion equations (Q2235338) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- Risk Sensitive Portfolio Optimization in a Jump Diffusion Model with Regimes (Q4637645) (← links)
- Pricing derivatives in a regime switching market with time inhomogenous volatility (Q4685700) (← links)
- Inference of binary regime models with jump discontinuities (Q6108879) (← links)
- Temporal difference learning for high-dimensional PIDEs with jumps (Q6575343) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
