Pages that link to "Item:Q1926230"

The following pages link to A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230):

Displaying 15 items.

• Convergence rate of regime-switching trees (Q515751) (← links)
• A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
• Moving mesh methods for pricing Asian options with regime switching (Q908388) (← links)
• Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← links)
• Valuation of swing options under a regime-switching mean-reverting model (Q2298579) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
• Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
• A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
• Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
• Valuation of option price in commodity markets described by a Markov-switching model: a case study of WTI crude oil market (Q6089610) (← links)
• A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)