Pages that link to "Item:Q2343665"
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The following pages link to Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665):
Displaying 13 items.
- Convergence rate of regime-switching trees (Q515751) (← links)
- Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
- The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching (Q2065427) (← links)
- An alternative tree method for calibration of the local volatility (Q2076421) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Integral equation characterization of the Feynman-Kac formula for a regime-switching diffusion (Q2211247) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
- Non-recombining trinomial tree pricing model and calibration for the volatility smile (Q2316688) (← links)
- Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
- Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
