Pages that link to "Item:Q747024"

The following pages link to On a Markov chain approximation method for option pricing with regime switching (Q747024):

Displaying 4 items.

• Option pricing when the regime-switching risk is priced (Q1036916) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• Convergence of estimated option price in a regime switching market (Q2520133) (← links)
• (Q4407581) (← links)