Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509): Difference between revisions

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+Multinomial Approximating Models for Options with k State Variables
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+Pricing Options Under a Generalized Markov-Modulated Jump-Diffusion Model
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+Option pricing and Esscher transform under regime switching
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+Option pricing: A simplified approach
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+An explicit finite difference approach to the pricing of barrier options
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+The Pricing of Options and Corporate Liabilities
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+Lean trees -- a general approach for improving performance of lattice models for option pricing
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+A simple approach for pricing equity options with Markov switching state variables
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+Explicit solutions to European options in a regime-switching economy
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