Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665): Difference between revisions
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Revision as of 06:48, 5 March 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)
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6 May 2015
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option pricing
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trinomial tree methods
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convergence rates
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regime switching
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