Pages that link to "Item:Q4972114"
From MaRDI portal
The following pages link to Stability of numerical methods under the regime-switching jump-diffusion model with variable coefficients (Q4972114):
Displaying 5 items.
- Penalty method for indifference pricing of American option in a liquidity switching market (Q2058423) (← links)
- Financial options pricing with regime-switching jump-diffusions (Q2398904) (← links)
- Real option pricing under the regime-switching model with jumps on a finite time horizon (Q6569140) (← links)
- Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
