Pages that link to "Item:Q2199786"
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The following pages link to A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786):
Displaying 3 items.
- The viscosity solutions approach to swing options pricing under a regime-switching mean-reverting model (Q824886) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)