Pages that link to "Item:Q633323"
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The following pages link to On pricing and hedging options in regime-switching models with feedback effect (Q633323):
Displaying 27 items.
- On the price of risk of the underlying Markov chain in a regime-switching exponential Lévy model (Q267876) (← links)
- A self-exciting threshold jump-diffusion model for option valuation (Q343990) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
- On the price of risk under a regime switching CGMY process (Q1627726) (← links)
- Market-making strategy with asymmetric information and regime-switching (Q1657343) (← links)
- Valuation and hedging strategy of currency options under regime-switching jump-diffusion model (Q1690559) (← links)
- Option pricing in regime-switching frameworks with the extended Girsanov principle (Q2038228) (← links)
- Detecting stock market regimes from option prices (Q2157892) (← links)
- The maximum principle for stochastic control problem with Markov chain in progressive structure (Q2169795) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- What is beneath the surface? Option pricing with multifrequency latent states (Q2347726) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Hidden Markov models with threshold effects and their applications to oil price forecasting (Q2628183) (← links)
- REAL OPTIONS WITH COMPETITION AND REGIME SWITCHING (Q2968279) (← links)
- Risk-minimizing pricing and hedging foreign currency options under regime-switching jump-diffusion models (Q2979963) (← links)
- OPTIMAL INVESTMENT FOR A DEFINED-CONTRIBUTION PENSION SCHEME UNDER A REGIME SWITCHING MODEL (Q4563743) (← links)
- ATTAINABLE CONTINGENT CLAIMS IN A MARKOVIAN REGIME-SWITCHING MARKET (Q4909140) (← links)
- Instantaneous Mean-Variance Hedging and Sharpe Ratio Pricing in a Regime-Switching Financial Model (Q4981886) (← links)
- A Note on Differentiability in a Markov Chain Market Using Stochastic Flows (Q4981997) (← links)
- A generalized Esscher transform for option valuation with regime switching risk (Q5079361) (← links)
- Stochastic Flows and Jump-Diffusions (Q5139203) (← links)
- HEDGING OPTIONS IN A DOUBLY MARKOV-MODULATED FINANCIAL MARKET VIA STOCHASTIC FLOWS (Q5210919) (← links)
- A FINANCIAL MARKET OF A STOCHASTIC DELAY EQUATION (Q5242401) (← links)
- A general maximum principle for progressive optimal control of partially observed mean-field stochastic system with Markov chain (Q6138488) (← links)
