Pages that link to "Item:Q2804506"

The following pages link to A tree approach to options pricing under regime-switching jump diffusion models (Q2804506):

Displaying 8 items.

• Convergence rate of regime-switching trees (Q515751) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• Weather derivatives pricing using regime switching model (Q1746426) (← links)
• A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)