Pages that link to "Item:Q6495298"
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The following pages link to Projection and contraction method for the valuation of American options under regime switching (Q6495298):
Displaying 3 items.
- 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)