Pages that link to "Item:Q635506"
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The following pages link to An analytic valuation method for multivariate contingent claims with regime-switching volatilities (Q635506):
Displaying 6 items.
- On moment non-explosions for Wishart-based stochastic volatility models (Q323428) (← links)
- Multivariate European option pricing in a Markov-modulated Lévy framework (Q507979) (← links)
- Convertible bond valuation with regime switching (Q2145547) (← links)
- Pricing and hedging catastrophe equity put options under a Markov-modulated jump diffusion model (Q2514669) (← links)
- Spread and basket option pricing in a Markov‐modulated Lévy framework with synchronous jumps (Q4627095) (← links)
- Hedging of contingent claims written on non traded assets under Markov-modulated models (Q5739175) (← links)
