A numerical analysis of American options with regime switching (Q618604): Difference between revisions

@@ Property / cites work @@
+Q4073917
@@ Property / cites work: Q4073917 / rank @@
+Normal rank
@@ Property / cites work @@
+Finite Element Error Estimates for a Nonlocal Problem in American Option Valuation
+Normal rank
@@ Property / cites work @@
+AMERICAN OPTIONS WITH REGIME SWITCHING
@@ Property / cites work: AMERICAN OPTIONS WITH REGIME SWITCHING / rank @@
+Normal rank
@@ Property / cites work @@
+Financial Modelling with Jump Processes
@@ Property / cites work: Financial Modelling with Jump Processes / rank @@
+Normal rank
@@ Property / cites work @@
+Symmetry and duality in Lévy markets
@@ Property / cites work: Symmetry and duality in Lévy markets / rank @@
+Normal rank
@@ Property / cites work @@
+Q4509488
@@ Property / cites work: Q4509488 / rank @@
+Normal rank
@@ Property / cites work @@
+Analysis of a Robust Finite Element Approximation for a Parabolic Equation with Rough Boundary Data
+Normal rank
@@ Property / cites work @@
+Closed-Form Solutions for Perpetual American Put Options with Regime Switching
+Normal rank
@@ Property / cites work @@
+A Front-Fixing Finite Element Method for the Valuation of American Options
+Normal rank
@@ Property / cites work @@
+A Note on the Call-Put Parity and a Call-Put Duality
+Normal rank
@@ Property / cites work @@
+Derivative securities and difference methods.
@@ Property / cites work: Derivative securities and difference methods. / rank @@
+Normal rank