Option valuation by a self-exciting threshold binomial model (Q462735): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set profile property. |
||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: Publication / rank | |||
Normal rank | |||
Revision as of 00:19, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option valuation by a self-exciting threshold binomial model |
scientific article |
Statements
Option valuation by a self-exciting threshold binomial model (English)
0 references
21 October 2014
0 references
option valuation
0 references
threshold principle
0 references
self-exciting
0 references
binomial models
0 references
trinomial extensions
0 references
regime switching
0 references
