Option pricing under regime switching (Q4646774)
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scientific article; zbMATH DE number 7001510
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Option pricing under regime switching |
scientific article; zbMATH DE number 7001510 |
Statements
Option pricing under regime switching (English)
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14 January 2019
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option pricing
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stock price dynamics
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regime switching
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GARCH option models
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American option prices
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0.8476412892341614
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0.8388892412185669
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0.8380168080329895
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0.8280383348464966
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