Polynomial Approximation to Option Prices under Regime Switching (Q5742644)
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scientific article; zbMATH DE number 7054994
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Polynomial Approximation to Option Prices under Regime Switching |
scientific article; zbMATH DE number 7054994 |
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Polynomial Approximation to Option Prices under Regime Switching (English)
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15 May 2019
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European option prices
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lookback option prices
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polynomial approximation
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Markov chain-governed volatility
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