A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924): Difference between revisions
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Revision as of 01:42, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes |
scientific article |
Statements
A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (English)
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26 July 2019
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option pricing
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regime-switching mean-reverting model
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trinomial tree
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conditional branching probabilities
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