Pages that link to "Item:Q3515079"
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The following pages link to American put option with regime‐switching volatility (finite time horizon)—Variational inequality approach (Q3515079):
Displaying 15 items.
- On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
- A viscosity solution method for optimal stopping problems with regime switching (Q829599) (← links)
- American put options with a finite set of exercisable time epochs (Q1905857) (← links)
- A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
- A free boundary problem arising from a multi-state regime-switching stock trading model (Q2172474) (← links)
- Closed-Form Solutions for Perpetual American Put Options with Regime Switching (Q4830618) (← links)
- A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
- FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
- A system of variational inequalities arising from finite expiry Russian option with two regimes (Q5323020) (← links)
- The American put with finite‐time maturity and stochastic interest rate (Q6054438) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- Numerical approach for coupled systems resulting from pricing of derivatives: Modeling and pricing of installment options (Q6183005) (← links)
- Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
- Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
- A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
