Pages that link to "Item:Q3116428"

The following pages link to Methods for Pricing American Options under Regime Switching (Q3116428):

Displaying 23 items.

• Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
• A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• A fast preconditioned penalty method for American options pricing under regime-switching tempered fractional diffusion models (Q1651337) (← links)
• Dual control Monte-Carlo method for tight bounds of value function in regime switching utility maximization (Q1683121) (← links)
• An optimal stochastic control framework for determining the cost of hedging of variable annuities (Q1994570) (← links)
• Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• Asset liquidation under drift uncertainty and regime-switching volatility (Q2187329) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• Finite difference methods for the Hamilton-Jacobi-Bellman equations arising in regime switching utility maximization (Q2219642) (← links)
• Financial options pricing with regime-switching jump-diffusions (Q2398904) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• PREPAYMENT OPTION OF A PERPETUAL CORPORATE LOAN: THE IMPACT OF THE FUNDING COSTS (Q2874734) (← links)
• Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
• Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
• Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
• Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
• Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)