Skip to main navigation
Skip to search
Skip to main content
Macquarie University Home
Help & FAQ
Home
Profiles
Research units
Projects
Research Outputs
Datasets
Prizes
Activities
Press/Media
Impacts
Search by expertise, name or affiliation
Lookback option pricing for regime-switching jump diffusion models
Zhuo Jin
*
, Linyi Qian
*
Corresponding author for this work
Research output
:
Contribution to journal
›
Article
›
peer-review
1
Citation (Scopus)
Overview
Fingerprint
Fingerprint
Dive into the research topics of 'Lookback option pricing for regime-switching jump diffusion models'. Together they form a unique fingerprint.
Sort by
Weight
Alphabetically
Mathematics
Approximation Algorithms
18%
Closed-form Solution
22%
Coupled System
20%
Demonstrate
12%
Discrete-time
16%
Jump
17%
Jump Process
25%
Jump-diffusion Model
86%
Lookback Options
100%
Markov chain
17%
Markov Chain Approximation
31%
Markov Model
22%
Markov Switching
29%
Nonlinearity
15%
Numerical Methods
30%
Option Pricing
73%
Partial
14%
Regime Switching
27%
Regime-switching Model
91%
Engineering & Materials Science
Approximation algorithms
22%
Costs
23%
Markov chains
40%
Numerical methods
36%