Option pricing with regime switching by trinomial tree method (Q2654191)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing with regime switching by trinomial tree method |
scientific article |
Statements
Option pricing with regime switching by trinomial tree method (English)
0 references
15 January 2010
0 references
trinomial method
0 references
regime switching
0 references
option pricing
0 references
exotic options
0 references
hedging risk of regime switching
0 references
0 references
0 references
0 references
