A regime-switching model with the volatility smile for two-asset European options (Q462338)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A regime-switching model with the volatility smile for two-asset European options |
scientific article |
Statements
A regime-switching model with the volatility smile for two-asset European options (English)
0 references
20 October 2014
0 references
regime-switching model
0 references
finite difference method
0 references
operator splitting method
0 references
volatility smile
0 references
0 references
