Pages that link to "Item:Q3636733"
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The following pages link to Double barrier option under regime-switching exponential mean-reverting process (Q3636733):
Displayed 5 items.
- A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
- 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)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)