Option valuation by a self-exciting threshold binomial model (Q462735): Difference between revisions

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-.1016/j.mcm.2012.07.014
@@ Property / DOI: 10.1016/j.mcm.2012.07.014 / rank @@
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+The Pricing of Options and Corporate Liabilities
@@ Property / cites work: The Pricing of Options and Corporate Liabilities / rank @@
+Normal rank
@@ Property / cites work @@
+Q4905685
@@ Property / cites work: Q4905685 / rank @@
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+Option pricing: A simplified approach
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+An explicit finite difference approach to the pricing of barrier options
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+Multinomial Approximating Models for Options with k State Variables
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+Information and option pricings
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+Q4438197
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+AMERICAN OPTIONS WITH REGIME SWITCHING
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+Option pricing and Esscher transform under regime switching
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+A game theoretic approach to option valuation under Markovian regime-switching models
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+A simple approach for pricing equity options with Markov switching state variables
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+Option Pricing in a Jump-Diffusion Model with Regime Switching
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+Q3893184
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+Normal rank
@@ Property / DOI @@
+.1016/J.MCM.2012.07.014
@@ Property / DOI: 10.1016/J.MCM.2012.07.014 / rank @@
+Normal rank