Pages that link to "Item:Q3653509"
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The following pages link to Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509):
Displayed 7 items.
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Time-consistent actuarial valuations (Q903338) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- A Multivariate Regime-Switching Mean Reverting Process and Its Application to the Valuation of Credit Risk (Q2875524) (← links)
- Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
- A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)