Methods for Pricing American Options under Regime Switching (Q3116428): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Removed claims |
||
| Property / author | |||
| Property / author: Q175883 / rank | |||
| Property / author | |||
| Property / author: Q163535 / rank | |||
Revision as of 19:55, 19 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Methods for Pricing American Options under Regime Switching |
scientific article |
Statements
Methods for Pricing American Options under Regime Switching (English)
0 references
23 February 2012
0 references
regime switching
0 references
American options
0 references
iterative methods
0 references
