Pages that link to "Item:Q2804506"

The following pages link to A tree approach to options pricing under regime-switching jump diffusion models (Q2804506):

Displaying 19 items.

• Regime switching in stochastic models of commodity prices: an application to an optimal tree harvesting problem (Q413322) (← links)
• Convergence rate of regime-switching trees (Q515751) (← links)
• A unified approach to Bermudan and barrier options under stochastic volatility models with jumps (Q1655511) (← links)
• Weather derivatives pricing using regime switching model (Q1746426) (← links)
• A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
• A front-fixing finite element method for pricing American options under regime-switching jump-diffusion models (Q1993643) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• Market complete option valuation using a Jarrow-Rudd pricing tree with skewness and kurtosis (Q2136947) (← links)
• A new lattice-based scheme for swing option pricing under mean-reverting regime-switching jump-diffusion processes (Q2199786) (← links)
• A new simple tree approach for the Heston's stochastic volatility model (Q2203258) (← links)
• A lattice-based approach to option and bond valuation under mean-reverting regime-switching diffusion processes (Q2315924) (← links)
• Option pricing under regime-switching jump-diffusion models (Q2348967) (← links)
• Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
• A recombining tree method for option pricing with state-dependent switching rates (Q2800054) (← links)
• (Q4900817) (← links)
• A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199) (← links)
• A robust tree method for pricing American options with the Cox–Ingersoll–Ross interest rate model (Q5382670) (← links)
• Projection and contraction method for the valuation of American options under regime switching (Q6495298) (← links)
• Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)