Option pricing with regime switching by trinomial tree method (Q2654191)
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scientific article; zbMATH DE number 5658860
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Option pricing with regime switching by trinomial tree method |
scientific article; zbMATH DE number 5658860 |
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Option pricing with regime switching by trinomial tree method (English)
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15 January 2010
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trinomial method
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regime switching
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option pricing
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exotic options
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hedging risk of regime switching
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0.8811812400817871
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0.8804432153701782
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0.8642299771308899
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0.8591570854187012
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0.8545522689819336
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