A direct solution method for pricing options in regime-switching models (Q5109976)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7200944
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A direct solution method for pricing options in regime-switching models |
scientific article; zbMATH DE number 7200944 |
Statements
A direct solution method for pricing options in regime‐switching models (English)
0 references
14 May 2020
0 references
concavity
0 references
diffusion
0 references
Markov switching
0 references
optimal stopping
0 references
perpetual options
0 references
0.8025640845298767
0 references
0.7899786233901978
0 references
0.7897336483001709
0 references
0.7783239483833313
0 references
0.7773969173431396
0 references
