Pages that link to "Item:Q931215"
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The following pages link to A game theoretic approach to option valuation under Markovian regime-switching models (Q931215):
Displaying 16 items.
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Utility-based indifference pricing in regime-switching models (Q640157) (← links)
- Regime-switching risk: to price or not to price? (Q655231) (← links)
- Continuous-time mean-variance portfolio selection with liability and regime switching (Q659108) (← links)
- A hidden Markov regime-switching model for option valuation (Q661263) (← links)
- Nonzero-sum stochastic differential portfolio games under a Markovian regime switching model (Q1666474) (← links)
- Asset pricing using trading volumes in a hidden regime-switching environment (Q2013295) (← links)
- Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
- Pricing annuity guarantees under a double regime-switching model (Q2347059) (← links)
- Risk-minimizing pricing and Esscher transform in a general non-Markovian regime-switching jump-diffusion model (Q2356875) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- A risk-based approach for pricing American options under a generalized Markov regime-switching model (Q2866377) (← links)
- Option Pricing and Filtering with Hidden Markov-Modulated Pure-Jump Processes (Q3176516) (← links)
- A Hidden Markov-Modulated Jump Diffusion Model for European Option Pricing (Q4562481) (← 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)
