Pages that link to "Item:Q747024"
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The following pages link to On a Markov chain approximation method for option pricing with regime switching (Q747024):
Displaying 9 items.
- Lookback option pricing for regime-switching jump diffusion models (Q888789) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
- Numerical methods for backward Markov chain driven Black-Scholes option pricing (Q2430818) (← links)
- Convergence of estimated option price in a regime switching market (Q2520133) (← links)
- (Q4407581) (← links)
- Upper bounds for Bermudan options on Markovian data using nonparametric regression and a reduced number of nested Monte Carlo steps (Q5191261) (← links)
- An FFT approach for option pricing under a regime-switching stochastic interest rate model (Q5349081) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)