Pages that link to "Item:Q300691"

The following pages link to Saddlepoint approximations to option price in a regime-switching model (Q300691):

Displaying 2 items.

• Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)