Pages that link to "Item:Q3631201"
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The following pages link to Asset Prices With Regime-Switching Variance Gamma Dynamics (Q3631201):
Displaying 6 items.
- A PDE approach for risk measures for derivatives with regime switching (Q665800) (← links)
- Pricing participating products under a generalized jump-diffusion model (Q936992) (← links)
- Bond pricing under a Markovian regime-switching jump-augmented vasicek model via stochastic flows (Q984362) (← links)
- Kac-Lévy processes (Q2297322) (← links)
- Lower and upper pricing of financial assets (Q2671660) (← links)
- Viscosity solutions and the pricing of European-style options in a Markov-modulated exponential Lévy model (Q5086465) (← links)
