Pages that link to "Item:Q5484634"
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The following pages link to A simple approach for pricing equity options with Markov switching state variables (Q5484634):
Displaying 20 items.
- Option valuation by a self-exciting threshold binomial model (Q462735) (← links)
- Efficiently pricing barrier options in a Markov-switching framework (Q708288) (← links)
- A new tree method for pricing financial derivatives in a regime-switching mean-reverting model (Q1926230) (← links)
- Option pricing under a discrete-time Markov switching stochastic volatility with co-jump model (Q2170294) (← links)
- Stable reconstruction of the volatility in a regime-switching local-volatility model (Q2175621) (← links)
- Option pricing under a normal mixture distribution derived from the Markov tree model (Q2253395) (← links)
- Convergence rates of trinomial tree methods for option pricing under regime-switching models (Q2343665) (← links)
- Laplace transform methods for a free boundary problem of time-fractional partial differential equation system (Q2403902) (← links)
- A lattice method for option pricing with two underlying assets in the regime-switching model (Q2448349) (← links)
- Option pricing with regime switching by trinomial tree method (Q2654191) (← links)
- The number of regimes across asset returns: identification and economic value (Q2929381) (← links)
- Pricing Asian Options and Equity-Indexed Annuities with Regime Switching by the Trinomial Tree Method (Q3088977) (← links)
- Stochastic Volatility: Option Pricing using a Multinomial Recombining Tree (Q3502207) (← links)
- REGIME-SWITCHING RECOMBINING TREE FOR OPTION PRICING (Q3580220) (← links)
- NEW NUMERICAL SCHEME FOR PRICING AMERICAN OPTION WITH REGIME-SWITCHING (Q3637884) (← links)
- Option Pricing in a Jump-Diffusion Model with Regime Switching (Q3653509) (← links)
- Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555) (← links)
- Solving complex PDE systems for pricing American options with regime‐switching by efficient exponential time differencing schemes (Q4903222) (← links)
- Pricing double-barrier option with processes depending on various states of the economy (Q5046814) (← links)
- Iterative weak approximation and hard bounds for switching diffusion (Q6161601) (← links)
