Pages that link to "Item:Q285991"
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The following pages link to A stochastic semidefinite programming approach for bounds on option pricing under regime switching (Q285991):
Displaying 4 items.
- Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
- Asset prices with investor protection and past information (Q2691284) (← links)
- Bounding Option Prices by Semidefinite Programming: A Cutting Plane Algorithm (Q3114783) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)