Pages that link to "Item:Q3580220"
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The following pages link to REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220):
Displaying 29 items.
- Convergence rate of regime-switching trees (Q515751) (← links)
- Computing American option price under regime switching with rationality parameter (Q520865) (← links)
- Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← 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)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Second-order lattice Boltzmann methods for PDEs of Asian option pricing with regime switching (Q2006416) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- A new simple tree approach for the Heston's stochastic volatility model (Q2203258) (← links)
- Convergence rates of moving mesh methods for moving boundary partial integro-differential equations from regime-switching jump-diffusion Asian option pricing (Q2297071) (← 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 RECOMBINING TREE METHOD FOR OPTION PRICING WITH STATE-DEPENDENT SWITCHING RATES (Q2800054) (← links)
- Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
- A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
- Optimal stopping of switching diffusions with state dependent switching rates (Q2804561) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- Pricing and hedging performance on pegged FX markets based on a regime switching model (Q4991077) (← links)
- NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
- A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)
- A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
