Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818): Difference between revisions
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Revision as of 17:13, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Numerical methods for backward Markov chain driven Black-Scholes option pricing |
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Numerical methods for backward Markov chain driven Black-Scholes option pricing (English)
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8 April 2011
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backward Markov regime switching
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method of fundamental solutions (MFS)
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free boundary problem
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American option
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European option
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