Pages that link to "Item:Q3116428"
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The following pages link to Methods for Pricing American Options under Regime Switching (Q3116428):
Displaying 9 items.
- Valuation of the prepayment option of a perpetual corporate loan (Q370357) (← links)
- A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
- Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- Errors in the IMEX-BDF-OS methods for pricing American style options under the jump-diffusion model (Q6144313) (← links)
- Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
- Pricing European options under stochastic looping contagion risk model (Q6179935) (← links)
- PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
