Pages that link to "Item:Q5742644"
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The following pages link to Polynomial Approximation to Option Prices under Regime Switching (Q5742644):
Displaying 7 items.
- Saddlepoint approximations to option price in a regime-switching model (Q300691) (← links)
- Hermite polynomial based expansion of European option prices (Q469560) (← links)
- Polynomial algorithms for pricing path-dependent interest rate instruments (Q862839) (← links)
- Solution of option pricing equations using orthogonal polynomial expansion. (Q1984560) (← links)
- Option pricing with Legendre polynomials (Q2628349) (← links)
- A polynomial scheme of asymptotic expansion for backward SDEs and option pricing (Q5001141) (← links)
- Stochastic Approximation Algorithms for Parameter Estimation in Option Pricing with Regime Switching (Q5430134) (← links)