Pages that link to "Item:Q6176012"
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The following pages link to An integral equation approach for pricing American put options under regime-switching model (Q6176012):
Displaying 10 items.
- A numerical analysis of American options with regime switching (Q618604) (← links)
- A new integral equation formulation for American put options (Q4554433) (← links)
- Analytic option pricing and risk measures under a regime-switching generalized hyperbolic model with an application to equity-linked insurance (Q4555162) (← links)
- Pricing and Hedging American Options Using Approximations by Kim Integral Equations * (Q4677660) (← links)
- Closed-Form Solutions for Perpetual American Put Options with Regime Switching (Q4830618) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
- A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)
- Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
- A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)
