Pages that link to "Item:Q1730815"
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The following pages link to Power penalty approach to American options pricing under regime switching (Q1730815):
Displayed 5 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Robust optimal R&D investment under technical uncertainty in a regime-switching environment (Q5085234) (← links)
- Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
- (Q5868467) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)