Pages that link to "Item:Q2315924"
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The following pages link to A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924):
Displaying 8 items.
- Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
- Discrete time modeling of mean-reverting stochastic processes for real option valuation (Q2384621) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- DISTRIBUTION-BASED OPTION PRICING ON LATTICE ASSET DYNAMICS MODELS (Q3022067) (← links)
- A LATTICE-BASED MODEL FOR EVALUATING BONDS AND INTEREST-SENSITIVE CLAIMS UNDER STOCHASTIC VOLATILITY (Q4571700) (← links)
- (Q5074751) (← links)