Pages that link to "Item:Q1677719"
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The following pages link to Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719):
Displaying 3 items.
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
