Pages that link to "Item:Q5109976"
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The following pages link to A direct solution method for pricing options in regime‐switching models (Q5109976):
Displaying 7 items.
- A direct solution method for pricing options involving the maximum process (Q2412388) (← links)
- Option pricing under regime-switching models: novel approaches removing path-dependence (Q2421406) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- A FIRST‐ORDER BSPDE FOR SWING OPTION PRICING: CLASSICAL SOLUTIONS (Q5283407) (← links)
- Constrained optimal stopping under a regime-switching model (Q6639527) (← links)