Pages that link to "Item:Q5065589"
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The following pages link to Pricing foreign exchange options under a hybrid Heston-Cox-Ingersoll-Ross model with regime switching (Q5065589):
Displayed 9 items.
- Heston-GA hybrid option pricing model based on ResNet50 (Q2088431) (← links)
- Basket credit default swap pricing with two defaultable counterparties (Q2122272) (← links)
- Primal-dual active-set method for solving the unilateral pricing problem of American better-of options on two assets (Q2127475) (← links)
- Valuation of European crude oil options with co-jump diffusions and stochastic interest rate (Q2698596) (← links)
- AN ANALYTICAL APPROXIMATION FORMULA FOR THE PRICING OF CREDIT DEFAULT SWAPS WITH REGIME SWITCHING (Q5158750) (← links)
- A high‐order and fast scheme with variable time steps for the time‐fractional Black‐Scholes equation (Q6142000) (← links)
- High-order methods for the option pricing under multivariate rough volatility models (Q6161539) (← links)
- Credit default swap pricing with counterparty risk in a reduced form model with a common jump process (Q6162799) (← links)
- A bond pricing model with credit migration risk: different upgrade and downgrade thresholds (Q6173987) (← links)
