Methods for Pricing American Options under Regime Switching (Q3116428): 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/10.1137/110820920 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W1981073545 / rank | |||
Normal rank | |||
Latest revision as of 01:23, 20 March 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
