Pages that link to "Item:Q515751"
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The following pages link to Convergence rate of regime-switching trees (Q515751):
Displaying 3 items.
- A spectral element method for option pricing under regime-switching with jumps (Q2189667) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
