Pages that link to "Item:Q4641555"
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The following pages link to Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555):
Displaying 4 items.
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← 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 European options under stochastic looping contagion risk model (Q6179935) (← links)