Pages that link to "Item:Q2199786"

The following pages link to A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786):

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• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)