High-Order Methods for Exotic Options and Greeks Under Regime-Switching Jump-Diffusion Models (Q5143951)
From MaRDI portal
scientific article; zbMATH DE number 7296129
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | High-Order Methods for Exotic Options and Greeks Under Regime-Switching Jump-Diffusion Models |
scientific article; zbMATH DE number 7296129 |
Statements
High-Order Methods for Exotic Options and Greeks Under Regime-Switching Jump-Diffusion Models (English)
0 references
14 January 2021
0 references
option pricing
0 references
Greeks
0 references
exotic options
0 references
Asian options
0 references
lookback options
0 references
high-order methods
0 references
