Pages that link to "Item:Q3580220"
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The following pages link to REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220):
Displayed 5 items.
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)