Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (Q4641555)
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scientific article; zbMATH DE number 6869792
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates |
scientific article; zbMATH DE number 6869792 |
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Connection between trinomial trees and finite difference methods for option pricing with state-dependent switching rates (English)
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17 May 2018
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option pricing
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trinomial tree methods
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finite difference methods
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regime-switching models
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