Pages that link to "Item:Q300691"
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The following pages link to Saddlepoint approximations to option price in a regime-switching model (Q300691):
Displaying 5 items.
- Saddlepoint approximations to option prices (Q1305423) (← links)
- Recombined multinomial tree based on saddle-point approximation and its application to Lévy models options pricing (Q1624661) (← links)
- Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
- Saddlepoint approximations to option price in a general equilibrium model (Q2483862) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)