On a Markov chain approximation method for option pricing with regime switching (Q747024)
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scientific article; zbMATH DE number 6497452
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | On a Markov chain approximation method for option pricing with regime switching |
scientific article; zbMATH DE number 6497452 |
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On a Markov chain approximation method for option pricing with regime switching (English)
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22 October 2015
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option pricing
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regime switching
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Markov chain approximation
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0.8334378004074097
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0.8253705501556396
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0.8222301006317139
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0.8191874623298645
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