On a Markov chain approximation method for option pricing with regime switching (Q747024)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: On a Markov chain approximation method for option pricing with regime switching |
scientific article; zbMATH DE number 6497452
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On a Markov chain approximation method for option pricing with regime switching |
scientific article; zbMATH DE number 6497452 |
Statements
On a Markov chain approximation method for option pricing with regime switching (English)
0 references
22 October 2015
0 references
option pricing
0 references
regime switching
0 references
Markov chain approximation
0 references
0 references
0 references
