Pages that link to "Item:Q3066992"
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The following pages link to A stochastic approximation algorithm for option pricing model calibration with a switchable market (Q3066992):
Displaying 4 items.
- Stock loan valuation under a regime-switching model with mean-reverting and finite maturity (Q601072) (← links)
- Option pricing when the regime-switching risk is priced (Q1036916) (← links)
- (Q5196788) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)