Option pricing under regime-switching jump-diffusion models (Q2348967)
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scientific article; zbMATH DE number 6446328
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing under regime-switching jump-diffusion models |
scientific article; zbMATH DE number 6446328 |
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Option pricing under regime-switching jump-diffusion models (English)
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16 June 2015
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option pricing
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regime-switching models
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jump-diffusion models
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multinomial tree
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0.871097207069397
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0.8638030290603638
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0.8586249351501465
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0.8541699647903442
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