A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349): Difference between revisions
From MaRDI portal
Latest revision as of 10:59, 8 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A lattice method for option pricing with two underlying assets in the regime-switching model |
scientific article |
Statements
A lattice method for option pricing with two underlying assets in the regime-switching model (English)
0 references
30 April 2014
0 references
lattice method
0 references
regime-switching model
0 references
option pricing with two assets
0 references
weak convergence
0 references
0 references
0 references
0 references
0 references