Regime-switching recombining tree for option pricing

von Liu, Rui Hua
Veröffentlicht in International journal of theoretical and applied finance (2010)

Recombining tree for regime-switching model : algorithm and weak convergence

von Liu, Rui Hua
Veröffentlicht in Stochastic analysis, stochastic systems, and applications to finance (2011)

A finite-horizon optimal investment and consumption problem using regime-switching models

von Liu, Rui Hua
Veröffentlicht in International journal of theoretical and applied finance (2014)

Economic cooperation in the 19th-century Taiwan : religion and informal enforcement

von Olds, Kelly
Veröffentlicht in Journal of institutional and theoretical economics (2000)

New numerical scheme for pricing American option with regime-switching

von Khaliq, Abdul Q. M.
Veröffentlicht in International journal of theoretical and applied finance (2009)

Optimal asset allocation with stochastic interest rates in regime-switching models

von Ye, C.
Veröffentlicht in International journal of theoretical and applied finance (2018)

A recombining tree method for option pricing with state-dependent switching rates

von Jiang, J. X.
Veröffentlicht in International journal of theoretical and applied finance (2016)

Numerical schemes for option pricing in regime-switching jump diffusion models

Veröffentlicht in International journal of theoretical and applied finance (2013)

chao qi nan yue da di

von lu rui hua
Veröffentlicht 200912