The following pages link to (Q5033284):
Displaying 7 items.
- An adaptive algorithm for solving stochastic multi-point boundary value problems (Q521930) (← links)
- A numerical analysis of American options with regime switching (Q618604) (← links)
- On perpetual American put valuation and first-passage in a regime-switching model with jumps (Q1003346) (← links)
- Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
- Analytical and Numerical Results for American Style of Perpetual Put Options Through Transformation into Nonlinear Stationary Black-Scholes Equations (Q4626498) (← links)
- Closed-Form Solutions for Perpetual American Put Options with Regime Switching (Q4830618) (← links)
- Pricing Perpetual Options for Jump Processes (Q5718304) (← links)
