Pages that link to "Item:Q2164646"
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The following pages link to A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646):
Displaying 5 items.
- A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
- CTMC integral equation method for American options under stochastic local volatility models (Q2246620) (← links)
- Nonlinear PDE model for European options with transaction costs under Heston stochastic volatility (Q2246975) (← links)
- A new approach for pricing discounted American options (Q2656825) (← links)
- Perpetual cancellable American options with convertible features (Q6067091) (← links)
