Pages that link to "Item:Q1677719"
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The following pages link to Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719):
Displaying 8 items.
- A lattice algorithm for pricing moving average barrier options (Q975929) (← links)
- A lattice method for option evaluation with regime-switching asset correlation structure (Q1983725) (← 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)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Barrier option pricing in regime switching models with rebates (Q6565539) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)