Pages that link to "Item:Q5051199"
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The following pages link to A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199):
Displaying 4 items.
- A lattice model for option pricing under GARCH-jump processes (Q385653) (← 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 method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)