Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 17:04, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Convergence rates of trinomial tree methods for option pricing under regime-switching models |
scientific article |
Statements
Convergence rates of trinomial tree methods for option pricing under regime-switching models (English)
0 references
6 May 2015
0 references
option pricing
0 references
trinomial tree methods
0 references
convergence rates
0 references
regime switching
0 references
