Pages that link to "Item:Q6064497"
From MaRDI portal
The following pages link to Partial differential integral equation model for pricing American option under multi state regime switching with jumps (Q6064497):
Displaying 3 items.
- A nonlinear partial differential equation for american options in the entire domain of the state variable (Q4378758) (← links)
- Pricing for a vulnerable bull spread options using a mixed modified fractional Hull-White-Vasicek model (Q6547039) (← links)
- Implicit-explicit Runge-Kutta methods for pricing financial derivatives in state-dependent regime-switching jump-diffusion models (Q6584729) (← links)