A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349): Difference between revisions
From MaRDI portal
Set profile property. |
Set OpenAlex properties. |
||
Property / full work available at URL | |||
Property / full work available at URL: https://doi.org/10.1016/j.cam.2013.02.012 / rank | |||
Normal rank | |||
Property / OpenAlex ID | |||
Property / OpenAlex ID: W2093535166 / rank | |||
Normal rank |
Revision as of 23:26, 19 March 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A lattice method for option pricing with two underlying assets in the regime-switching model |
scientific article |
Statements
A lattice method for option pricing with two underlying assets in the regime-switching model (English)
0 references
30 April 2014
0 references
lattice method
0 references
regime-switching model
0 references
option pricing with two assets
0 references
weak convergence
0 references