The following pages link to Leunglung Chan (Q300690):
Displaying 20 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Pricing and hedging of long dated variance swaps under a \(3/2\) volatility model (Q475659) (← links)
- Option pricing and Esscher transform under regime switching (Q665552) (← links)
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Pricing volatility derivatives under the modified constant elasticity of variance model (Q1785394) (← links)
- An explicit analytic formula for pricing barrier options with regime switching (Q2018548) (← links)
- An exact and explicit formula for pricing lookback options with regime switching (Q2083405) (← links)
- On pricing barrier options with regime switching (Q2348970) (← links)
- Option valuation under a regime-switching constant elasticity of variance process (Q2350148) (← links)
- Risk measures for derivatives with Markov-modulated pure jump processes (Q2643673) (← links)
- Pricing of long dated equity-linked life insurance contracts (Q2804516) (← links)
- Pricing Volatility Swaps Under Heston's Stochastic Volatility Model with Regime Switching (Q3445890) (← links)
- Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model (Q3592749) (← links)
- Pricing options in a Markov regime switching model with a random acceleration for the volatility (Q4557217) (← links)
- An Exact Formula for Pricing American Exchange Options with Regime Switching (Q4562482) (← links)
- Perpetual American options with fractional Brownian motion (Q4610216) (← links)
- Quasi-Monte Carlo methods for derivatives on realised variance of an index under the benchmark approach (Q4639250) (← links)
- A DUPIRE EQUATION FOR A REGIME-SWITCHING MODEL (Q5265237) (← links)
- An analytic formula for pricing American-style convertible bonds in a regime switching model (Q5382671) (← links)
- OPTION PRICING FOR GARCH MODELS WITH MARKOV SWITCHING (Q5487827) (← links)
