Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (Q2098074)
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scientific article; zbMATH DE number 7619296
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| English | Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation |
scientific article; zbMATH DE number 7619296 |
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Hybrid equity swap, cap, and floor pricing under stochastic interest by Markov chain approximation (English)
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17 November 2022
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finance
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CTMC
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Markov chain approximation
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stochastic interest
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option pricing
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0.7473681569099426
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0.7431138157844543
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0.742324948310852
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