Pages that link to "Item:Q618604"

The following pages link to A numerical analysis of American options with regime switching (Q618604):

Displaying 28 items.

• A comparison of iterated optimal stopping and local policy iteration for American options under regime switching (Q461227) (← links)
• Computing American option price under regime switching with rationality parameter (Q520865) (← links)
• On the regularity of American options with regime-switching uncertainty (Q681986) (← links)
• Pricing American options under multi-states: a radial basis collocation approach (Q725397) (← links)
• Efficient lattice method for valuing of options with barrier in a regime switching model (Q1677719) (← links)
• Power penalty approach to American options pricing under regime switching (Q1730815) (← links)
• A lattice method for option evaluation with regime-switching asset correlation structure (Q1983725) (← links)
• A local radial basis function method for pricing options under the regime switching model (Q2000056) (← links)
• A new efficient numerical method for solving American option under regime switching model (Q2006602) (← links)
• A deposit insurance pricing with a multi-state regime-switching volatility (Q2114499) (← links)
• A semi-analytic valuation of American options under a two-state regime-switching economy (Q2164646) (← links)
• Pricing American options under multi-state regime switching with an efficient<i>L</i>- stable method (Q2804504) (← links)
• American Option Pricing Using Simulation and Regression: Numerical Convergence Results (Q2920953) (← links)
• Numerical methods for dynamic Bertrand oligopoly and American options under regime switching (Q4554242) (← links)
• A front-fixing finite element method for the valuation of American options with regime switching (Q4903537) (← links)
• A graphical method for valuing switching options (Q4933642) (← links)
• (Q5033284) (← links)
• Fitted Finite Volume Method for Pricing American Options under Regime-Switching Jump-Diffusion Models Based on Penalty Method (Q5156967) (← links)
• FINITE MATURITY AMERICAN-STYLE STOCK LOANS WITH REGIME-SWITCHING VOLATILITY (Q5158751) (← links)
• Numerical Methods for System Parabolic Variational Inequalities from Regime-Switching American Option Pricing (Q5210324) (← links)
• Pricing Surrender Risk in Ratchet Equity-Index Annuities under Regime-Switching Lévy Processes (Q5379237) (← links)
• (Q5868467) (← links)
• On the Convergence of a Crank-Nicolson Fitted Finite Volume Method for Pricing European Options under Regime-Switching Kou’s Jump-Diffusion Models (Q6167138) (← links)
• An integral equation approach for pricing American put options under regime-switching model (Q6176012) (← links)
• Efficient adaptive strategies with fourth-order compact scheme for a fixed-free boundary regime-switching model (Q6581905) (← links)
• A primal-dual active set approach to the valuation of American options in regime-switching models: numerical solutions and convergence analysis (Q6590205) (← links)
• Primal-dual active set algorithm for valuating American options under regime switching (Q6590575) (← links)
• A generalized integral equation formulation for pricing American options under regime-switching model (Q6591516) (← links)