Financial options pricing with regime-switching jump-diffusions (Q2398904)
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scientific article; zbMATH DE number 6762678
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Financial options pricing with regime-switching jump-diffusions |
scientific article; zbMATH DE number 6762678 |
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Financial options pricing with regime-switching jump-diffusions (English)
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21 August 2017
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regime-switching jump-diffusions
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option pricing
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three time levels method
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0.8977058529853821
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0.8844045996665955
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0.8783701658248901
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0.8767727613449097
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