Pages that link to "Item:Q2866377"
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The following pages link to A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377):
Displaying 6 items.
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Fully-Dynamic Risk-Indifference Pricing and No-Good-Deal Bounds (Q3295875) (← links)
- Dynamic asset–liability management in a Markov market with stochastic cash flows (Q4554228) (← links)
- Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
