Pages that link to "Item:Q5430134"
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The following pages link to Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134):
Displaying 4 items.
- Stochastic optimization algorithms for pricing American put options under regime-switching models (Q868582) (← links)
- Constrained stochastic estimation algorithms for a class of hybrid stock market models (Q1407240) (← links)
- Algorithmic estimation of risk factors in financial markets with stochastic drift (Q1762049) (← links)
- A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992) (← links)