Pages that link to "Item:Q3637884"
From MaRDI portal
The following pages link to NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884):
Displayed 6 items.
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- FOURIER TRANSFORM METHODS FOR REGIME-SWITCHING JUMP-DIFFUSIONS AND THE PRICING OF FORWARD STARTING OPTIONS (Q3166714) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
- Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)