A tree approach to options pricing under regime-switching jump diffusion models (Q2804506)
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scientific article; zbMATH DE number 6575435
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | A tree approach to options pricing under regime-switching jump diffusion models |
scientific article; zbMATH DE number 6575435 |
Statements
A tree approach to options pricing under regime-switching jump diffusion models (English)
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29 April 2016
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option pricing
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regime-switching model
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trinomial tree
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stochastic approximation
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financial derivatives
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0.912029266357422
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0.8978025913238525
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0.8691959977149963
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0.8638030290603638
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0.8591570854187012
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