Pages that link to "Item:Q520865"
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The following pages link to Computing American option price under regime switching with rationality parameter (Q520865):
Displaying 16 items.
- Finite difference methods for pricing American put option with rationality parameter: numerical analysis and computing (Q273385) (← links)
- A numerical analysis of American options with regime switching (Q618604) (← links)
- Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
- Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
- Analysis and computation of a discrete costly observation model for growth estimation and management of biological resources (Q2004579) (← links)
- A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- COS method for option pricing under a regime-switching model with time-changed Lévy processes (Q4554448) (← links)
- Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497) (← links)
- An ETD method for multi‐asset American option pricing under jump‐diffusion model (Q6143557) (← links)
- An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
- A RBF based finite difference method for option pricing under regime-switching jump-diffusion model (Q6571417) (← links)
- A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)
- A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
- RBF-FD based some implicit-explicit methods for pricing option under regime-switching jump-diffusion model with variable coefficients (Q6618223) (← links)
- A Legendre-Galerkin spectral method for option pricing under regime switching models (Q6657384) (← links)
