Regime-switching recombining tree for option pricing (Q3580220)
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scientific article; zbMATH DE number 5769265
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Regime-switching recombining tree for option pricing |
scientific article; zbMATH DE number 5769265 |
Statements
REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (English)
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11 August 2010
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regime-switching model
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recombining tree
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option pricing
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stochastic volatility
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0.912029266357422
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0.9113596081733704
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0.8910514712333679
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0.8811812400817871
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0.8175992369651794
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