Option pricing under regime-switching jump-diffusion models (Q2348967)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing under regime-switching jump-diffusion models |
scientific article |
Statements
Option pricing under regime-switching jump-diffusion models (English)
0 references
16 June 2015
0 references
option pricing
0 references
regime-switching models
0 references
jump-diffusion models
0 references
multinomial tree
0 references
