Pages that link to "Item:Q4646774"

The following pages link to Option pricing under regime switching (Q4646774):

Displaying 19 items.

• A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991) (← links)
• Optimal buying at the global minimum in a regime switching model (Q502365) (← links)
• Numerical solutions of quantile hedging for guaranteed minimum death benefits under a regime-switching jump-diffusion formulation (Q629561) (← links)
• Real options approach for fashionable and perishable products using stock loan with regime switching (Q1699173) (← links)
• A lattice method for option evaluation with regime-switching asset correlation structure (Q1983725) (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
• Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
• Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
• Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
• Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
• Optimal hedging when the underlying asset follows a regime-switching Markov process (Q2514833) (← links)
• Differential quadrature parallel algorithms for solving systems of convection-diffusion and reaction models (Q2700022) (← links)
• Pricing vulnerable options with correlated jump-diffusion processes depending on various states of the economy (Q5001195) (← links)
• A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
• On the seasonality in the implied volatility of electricity options (Q5234359) (← links)
• Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
• Polynomial Approximation to Option Prices under Regime Switching (Q5742644) (← links)
• Regime recovery using implied volatility in Markov modulated market model (Q6580773) (← links)
• Deep neural networks for probability of default modelling (Q6593214) (← links)