Option pricing with regime switching by trinomial tree method (Q2654191): Difference between revisions

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+https://doi.org/10.1016/j.cam.2009.09.019
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+W2015487345
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
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+Q4905685
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+Option pricing: A simplified approach
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Pricing exotic options under regime switching
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+Information and option pricings
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+Option pricing and Esscher transform under regime switching
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+Pricing of New Securities in an Incomplete Market: the Catch 22 of No‐Arbitrage Pricing
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+On Minimization and Maximization of Entropy in Various Disciplines
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+The Minimal Entropy Martingale Measure and the Valuation Problem in Incomplete Markets
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+Publication:2654191