Pages that link to "Item:Q4555162"
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The following pages link to Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162):
Displaying 3 items.
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
