Pages that link to "Item:Q2654191"

The following pages link to Option pricing with regime switching by trinomial tree method (Q2654191):

Displaying 49 items.

• Convergence rate of regime-switching trees (Q515751) (← links)
• Computing American option price under regime switching with rationality parameter (Q520865) (← links)
• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• On a Markov chain approximation method for option pricing with regime switching (Q747024) (← links)
• Moving mesh methods for pricing Asian options with regime switching (Q908388) (← links)
• A path-independent method for barrier option pricing in hidden Markov models (Q1618828) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• Pricing convertible bonds with credit risk under regime switching and numerical solutions (Q1718237) (← links)
• Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• Stochastic differential game, Esscher transform and general equilibrium under a Markovian regime-switching Lévy model (Q2015643) (← links)
• The pricing and hedging of an attainable claim in a hybrid Black-Scholes model under regime switching (Q2065427) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← 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)
• A new simple tree approach for the Heston's stochastic volatility model (Q2203258) (← links)
• Optimal selling strategies under regime-switching market environment with finite expiry (Q2236234) (← links)
• Building recombining trinomial trees for time-homogeneous diffusion processes (Q2279897) (← links)
• Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• Pricing options based on trinomial Markov tree (Q2321462) (← links)
• Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
• On pricing options with stressed-beta in a reduced form model (Q2353840) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
• Variance swap pricing under Markov-modulated jump-diffusion model (Q2657462) (← links)
• Differential quadrature parallel algorithms for solving systems of convection-diffusion and reaction models (Q2700022) (← links)
• A RECOMBINING TREE METHOD FOR OPTION PRICING WITH STATE-DEPENDENT SWITCHING RATES (Q2800054) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
• Integer-valued Lévy processes and low latency financial econometrics (Q2873033) (← links)
• COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
• A lattice-based model to evaluate variable annuities with guaranteed minimum withdrawal benefits under a regime-switching model (Q4575461) (← links)
• PRICING EUROPEAN OPTIONS ON REGIME-SWITCHING ASSETS: A COMPARATIVE STUDY OF MONTE CARLO AND FINITE-DIFFERENCE APPROACHES (Q4608943) (← links)
• Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
• A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
• FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
• Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
• Polynomial Approximation to Option Prices under Regime Switching (Q5742644) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)
• Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
• Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
• Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
• A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
• Learning and Index Option Returns (Q6626309) (← links)