Continuous-time Markov chain and regime switching approximations with applications to options pricing (Q2337422)
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scientific article; zbMATH DE number 7132956
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| English | Continuous-time Markov chain and regime switching approximations with applications to options pricing |
scientific article; zbMATH DE number 7132956 |
Statements
Continuous-time Markov chain and regime switching approximations with applications to options pricing (English)
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20 November 2019
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continuous-time Markov chain
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options pricing
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path-dependent financial derivatives
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0.8108004927635193
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0.7899843454360962
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0.7839894890785217
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0.769812822341919
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0.7583895325660706
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