Pages that link to "Item:Q618604"
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The following pages link to A numerical analysis of American options with regime switching (Q618604):
Displayed 7 items.
- 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)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
- Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
- A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
- Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)