Pages that link to "Item:Q2800054"

The following pages link to A recombining tree method for option pricing with state-dependent switching rates (Q2800054):

Displaying 7 items.

• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• Efficient Asian option pricing under regime switching jump diffusions and stochastic volatility models (Q2022921) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• A tree approach to options pricing under regime-switching jump diffusion models (Q2804506) (← links)
• Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)