A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349): Difference between revisions
From MaRDI portal
ReferenceBot (talk | contribs) Changed an Item |
Normalize DOI. |
||
| Property / DOI | |||
| Property / DOI: 10.1016/j.cam.2013.02.012 / rank | |||
| Property / DOI | |||
| Property / DOI: 10.1016/J.CAM.2013.02.012 / rank | |||
Normal rank | |||
Latest revision as of 17:05, 18 December 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
