Pages that link to "Item:Q1998282"
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The following pages link to A generalized antithetic variates Monte-Carlo simulation method for pricing of Asian option in a Markov regime-switching model (Q1998282):
Displaying 5 items.
- Pricing of spread and exchange options in a rough jump-diffusion market (Q2088861) (← links)
- Two-factor Heston model equipped with regime-switching: American option pricing and model calibration by Levenberg-Marquardt optimization algorithm (Q2095684) (← links)
- Stochastic stability analysis of particle swarm optimization with pseudo random number assignment strategy (Q2098028) (← links)
- Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
- An efficient algorithm for pricing reinsurance contract under the regime-switching model (Q6108199) (← links)
