A lattice approach for option pricing under a regime-switching GARCH-jump model (Q5051199)
From MaRDI portal
scientific article; zbMATH DE number 7621909
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A lattice approach for option pricing under a regime-switching GARCH-jump model |
scientific article; zbMATH DE number 7621909 |
Statements
A lattice approach for option pricing under a regime-switching GARCH-jump model (English)
0 references
22 November 2022
0 references
GARCH process
0 references
jump
0 references
lattice algorithm
0 references
option pricing
0 references
regime switching
0 references
0 references
0 references
