Pages that link to "Item:Q3637884"

The following pages link to NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884):

Displaying 45 items.

• A correction note on: ``When the `bull' meets the `bear' -- a first passage time problem for a hidden Markov process'' (Q479189) (← links)
• 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)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• Localized kernel-based approximation for pricing financial options under regime switching jump diffusion model (Q1671736) (← links)
• Hybrid Laplace transform and finite difference methods for pricing American options under complex models (Q1704172) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• Solving complex PIDE systems for pricing American option under multi-state regime switching jump-diffusion model (Q1999691) (← 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)
• Radial basis function partition of unity methods for pricing vanilla basket options (Q2006598) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• Numerical method for a system of PIDEs arising in American contingent claims under FMLS model with jump diffusion and regime-switching process (Q2046979) (← links)
• Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← 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)
• A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← 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)
• 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)
• A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
• Convergence rates of the numerical methods for the delayed PDEs from option pricing under regime switching hard-to-borrow models (Q5031165) (← links)
• An IMEX predictor–corrector method for pricing options under regime-switching jump-diffusion models (Q5031851) (← links)
• FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
• NUMERICAL SCHEMES FOR OPTION PRICING IN REGIME-SWITCHING JUMP DIFFUSION MODELS (Q5411742) (← links)
• Optimal Portfolio in a Regime-switching Model (Q5746536) (← links)
• IMEX schemes for a parabolic-ODE system of European options with liquidity shocks (Q5962602) (← links)
• A high order finite element scheme for pricing options under regime switching jump diffusion processes (Q5964596) (← links)
• Error analysis of finite difference scheme for American option pricing under regime-switching with jumps (Q6049312) (← links)
• Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
• Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
• PRICING AMERICAN OPTION USING A MODIFIED FRACTIONAL BLACK–SCHOLES MODEL UNDER MULTI-STATE REGIME SWITCHING (Q6182056) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
• A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← 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)
• Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
• A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
• A novel banded preconditioner for coupled tempered fractional diffusion equation generated from the regime-switching CGMY model (Q6653272) (← links)