Pages that link to "Item:Q4991088"
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The following pages link to A Markov chain approximation scheme for option pricing under skew diffusions (Q4991088):
Displayed 6 items.
- Efficient valuation of guaranteed minimum maturity benefits in regime switching jump diffusion models with surrender risk (Q2104088) (← links)
- Parameter estimation for threshold Ornstein-Uhlenbeck processes from discrete observations (Q2141576) (← links)
- Technical Note—On Matrix Exponential Differentiation with Application to Weighted Sum Distributions (Q5106348) (← links)
- Well-Posedness and Stability Analysis of Two Classes of Generalized Stochastic Volatility Models (Q5853612) (← links)
- Finite difference scheme versus piecewise binomial lattice for interest rates under the skew CEV model (Q6101076) (← links)
- Option pricing under a Markov-modulated Merton jump-diffusion dividend (Q6107581) (← links)