Pages that link to "Item:Q2448349"

The following pages link to A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349):

Displaying 16 items.

• Convergence rate of regime-switching trees (Q515751) (← links)
• Moving mesh methods for pricing Asian options with regime switching (Q908388) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
• Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
• The pricing of European options on two underlying assets with delays (Q2150159) (← links)
• A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
• An efficient finite element method for pricing American multi-asset put options (Q2198473) (← links)
• Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← 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)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
• COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
• Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)